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 | 0.39% | 12.83 CHF | 12.84 CHF | 31'000 | 31'000 | 12'755 | 12'755 | 163'266 CHF | 163'681 CHF | 98.93% | 98.93% |
12.07.2024 | 0.41% | 12.68 CHF | 12.69 CHF | 31'000 | 31'000 | 12'912 | 12'912 | 159'565 CHF | 159'989 CHF | 99.82% | 99.82% |
11.07.2024 | 0.38% | 12.62 CHF | 12.63 CHF | 31'000 | 31'000 | 11'973 | 11'973 | 155'583 CHF | 155'957 CHF | 99.93% | 99.93% |
10.07.2024 | 0.38% | 13.17 CHF | 13.18 CHF | 30'000 | 30'000 | 11'938 | 11'938 | 156'065 CHF | 156'441 CHF | 99.58% | 99.58% |
09.07.2024 | 0.37% | 12.92 CHF | 12.93 CHF | 30'000 | 30'000 | 11'890 | 11'890 | 157'309 CHF | 157'684 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 13.09 CHF | 13.10 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 161'532 CHF | 161'944 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 12.59 CHF | 12.60 CHF | 31'000 | 31'000 | 13'213 | 13'213 | 159'483 CHF | 159'906 CHF | 95.45% | 95.45% |
04.07.2024 | 0.48% | 11.53 CHF | 11.57 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 97'170 CHF | 97'617 CHF | 97.97% | 97.97% |
03.07.2024 | 0.37% | 11.63 CHF | 11.64 CHF | 33'000 | 33'000 | 13'893 | 13'893 | 156'489 CHF | 156'867 CHF | 97.38% | 97.38% |
02.07.2024 | 0.39% | 10.88 CHF | 10.89 CHF | 35'000 | 35'000 | 13'858 | 13'858 | 149'241 CHF | 149'614 CHF | 99.82% | 99.82% |