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% | 13.13 CHF | 13.14 CHF | 31'000 | 31'000 | 12'751 | 12'751 | 166'985 CHF | 167'401 CHF | 98.91% | 98.91% |
12.07.2024 | 0.40% | 12.97 CHF | 12.98 CHF | 31'000 | 31'000 | 12'942 | 12'942 | 163'684 CHF | 164'108 CHF | 99.51% | 99.51% |
11.07.2024 | 0.37% | 12.92 CHF | 12.93 CHF | 31'000 | 31'000 | 11'968 | 11'968 | 159'071 CHF | 159'446 CHF | 99.90% | 99.90% |
10.07.2024 | 0.37% | 13.47 CHF | 13.48 CHF | 30'000 | 30'000 | 11'938 | 11'938 | 159'616 CHF | 159'992 CHF | 99.58% | 99.58% |
09.07.2024 | 0.36% | 13.22 CHF | 13.23 CHF | 30'000 | 30'000 | 11'943 | 11'943 | 161'577 CHF | 161'952 CHF | 99.10% | 99.10% |
08.07.2024 | 0.38% | 13.38 CHF | 13.39 CHF | 30'000 | 30'000 | 12'531 | 12'531 | 165'238 CHF | 165'650 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 12.88 CHF | 12.89 CHF | 31'000 | 31'000 | 13'212 | 13'212 | 163'269 CHF | 163'692 CHF | 95.44% | 95.44% |
04.07.2024 | 0.47% | 11.82 CHF | 11.86 CHF | 10'000 | 10'000 | 8'393 | 8'393 | 99'607 CHF | 100'053 CHF | 97.97% | 97.97% |
03.07.2024 | 0.36% | 11.91 CHF | 11.92 CHF | 33'000 | 33'000 | 13'869 | 13'869 | 160'207 CHF | 160'586 CHF | 93.72% | 93.72% |
02.07.2024 | 0.38% | 11.16 CHF | 11.17 CHF | 35'000 | 35'000 | 13'893 | 13'893 | 153'460 CHF | 153'833 CHF | 99.98% | 99.98% |