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% | 12.74 CHF | 12.75 CHF | 31'000 | 31'000 | 12'754 | 12'754 | 162'064 CHF | 162'480 CHF | 98.92% | 98.92% |
12.07.2024 | 0.41% | 12.59 CHF | 12.60 CHF | 31'000 | 31'000 | 12'942 | 12'942 | 158'721 CHF | 159'146 CHF | 99.51% | 99.51% |
11.07.2024 | 0.38% | 12.53 CHF | 12.54 CHF | 31'000 | 31'000 | 11'972 | 11'972 | 154'448 CHF | 154'822 CHF | 99.92% | 99.92% |
10.07.2024 | 0.38% | 13.08 CHF | 13.09 CHF | 30'000 | 30'000 | 11'938 | 11'938 | 154'947 CHF | 155'322 CHF | 99.58% | 99.58% |
09.07.2024 | 0.38% | 12.83 CHF | 12.84 CHF | 30'000 | 30'000 | 11'890 | 11'890 | 156'194 CHF | 156'569 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 12.99 CHF | 13.00 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 160'358 CHF | 160'771 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 12.50 CHF | 12.51 CHF | 31'000 | 31'000 | 13'214 | 13'214 | 158'250 CHF | 158'673 CHF | 95.45% | 95.45% |
04.07.2024 | 0.48% | 11.44 CHF | 11.48 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 96'383 CHF | 96'829 CHF | 97.97% | 97.97% |
03.07.2024 | 0.37% | 11.54 CHF | 11.55 CHF | 33'000 | 33'000 | 13'894 | 13'894 | 155'194 CHF | 155'571 CHF | 97.38% | 97.38% |
02.07.2024 | 0.39% | 10.79 CHF | 10.80 CHF | 35'000 | 35'000 | 13'858 | 13'858 | 147'929 CHF | 148'303 CHF | 99.81% | 99.81% |