Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.38% | 13.02 CHF | 13.03 CHF | 31'000 | 31'000 | 12'753 | 12'753 | 165'616 CHF | 166'031 CHF | 98.92% | 98.92% |
12.07.2024 | 0.40% | 12.87 CHF | 12.88 CHF | 31'000 | 31'000 | 12'942 | 12'942 | 162'334 CHF | 162'759 CHF | 99.51% | 99.51% |
11.07.2024 | 0.37% | 12.81 CHF | 12.82 CHF | 31'000 | 31'000 | 11'968 | 11'968 | 157'742 CHF | 158'116 CHF | 99.90% | 99.90% |
10.07.2024 | 0.38% | 13.36 CHF | 13.37 CHF | 30'000 | 30'000 | 11'938 | 11'938 | 158'293 CHF | 158'669 CHF | 99.58% | 99.58% |
09.07.2024 | 0.37% | 13.11 CHF | 13.12 CHF | 30'000 | 30'000 | 11'890 | 11'890 | 159'527 CHF | 159'902 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 13.27 CHF | 13.28 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 163'862 CHF | 164'274 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 12.78 CHF | 12.79 CHF | 31'000 | 31'000 | 13'213 | 13'213 | 161'944 CHF | 162'367 CHF | 95.45% | 95.45% |
04.07.2024 | 0.47% | 11.72 CHF | 11.76 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 98'742 CHF | 99'188 CHF | 97.96% | 97.96% |
03.07.2024 | 0.36% | 11.82 CHF | 11.83 CHF | 33'000 | 33'000 | 13'892 | 13'892 | 159'085 CHF | 159'462 CHF | 97.37% | 97.37% |
02.07.2024 | 0.38% | 11.07 CHF | 11.08 CHF | 35'000 | 35'000 | 13'860 | 13'860 | 151'849 CHF | 152'222 CHF | 99.82% | 99.82% |