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% | 13.03 CHF | 13.04 CHF | 31'000 | 31'000 | 12'754 | 12'754 | 165'795 CHF | 166'210 CHF | 98.92% | 98.92% |
12.07.2024 | 0.40% | 12.88 CHF | 12.89 CHF | 31'000 | 31'000 | 12'912 | 12'912 | 162'085 CHF | 162'509 CHF | 99.82% | 99.82% |
11.07.2024 | 0.37% | 12.82 CHF | 12.83 CHF | 31'000 | 31'000 | 11'973 | 11'973 | 157'999 CHF | 158'373 CHF | 99.93% | 99.93% |
10.07.2024 | 0.37% | 13.38 CHF | 13.39 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 158'507 CHF | 158'882 CHF | 99.59% | 99.59% |
09.07.2024 | 0.37% | 13.12 CHF | 13.13 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 160'397 CHF | 160'772 CHF | 99.15% | 99.15% |
08.07.2024 | 0.38% | 13.29 CHF | 13.30 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 164'036 CHF | 164'449 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 12.79 CHF | 12.80 CHF | 31'000 | 31'000 | 13'213 | 13'213 | 162'022 CHF | 162'445 CHF | 95.45% | 95.45% |
04.07.2024 | 0.47% | 11.72 CHF | 11.76 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 98'750 CHF | 99'197 CHF | 97.96% | 97.96% |
03.07.2024 | 0.37% | 11.82 CHF | 11.83 CHF | 33'000 | 33'000 | 13'662 | 13'662 | 156'479 CHF | 156'857 CHF | 93.23% | 93.23% |
02.07.2024 | 0.38% | 11.07 CHF | 11.08 CHF | 35'000 | 35'000 | 13'894 | 13'894 | 152'143 CHF | 152'516 CHF | 99.98% | 99.98% |