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% | 12.65 CHF | 12.66 CHF | 31'000 | 31'000 | 12'753 | 12'753 | 160'852 CHF | 161'268 CHF | 98.92% | 98.92% |
12.07.2024 | 0.42% | 12.49 CHF | 12.50 CHF | 31'000 | 31'000 | 12'912 | 12'912 | 157'150 CHF | 157'574 CHF | 99.82% | 99.82% |
11.07.2024 | 0.38% | 12.43 CHF | 12.44 CHF | 31'000 | 31'000 | 11'964 | 11'964 | 153'236 CHF | 153'611 CHF | 99.88% | 99.88% |
10.07.2024 | 0.39% | 12.98 CHF | 12.99 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 153'846 CHF | 154'222 CHF | 99.59% | 99.59% |
09.07.2024 | 0.38% | 12.73 CHF | 12.74 CHF | 30'000 | 30'000 | 11'890 | 11'890 | 155'077 CHF | 155'452 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 12.90 CHF | 12.91 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 159'185 CHF | 159'597 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 12.40 CHF | 12.41 CHF | 31'000 | 31'000 | 13'211 | 13'211 | 156'971 CHF | 157'394 CHF | 95.44% | 95.44% |
04.07.2024 | 0.49% | 11.35 CHF | 11.39 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 95'586 CHF | 96'032 CHF | 97.96% | 97.96% |
03.07.2024 | 0.38% | 11.44 CHF | 11.45 CHF | 33'000 | 33'000 | 13'893 | 13'893 | 153'868 CHF | 154'246 CHF | 97.38% | 97.38% |
02.07.2024 | 0.40% | 10.69 CHF | 10.70 CHF | 35'000 | 35'000 | 13'861 | 13'861 | 146'643 CHF | 147'017 CHF | 99.83% | 99.83% |