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 | 12'753 | 12'753 | 162'086 CHF | 162'502 CHF | 98.92% | 98.92% |
12.07.2024 | 0.41% | 12.59 CHF | 12.60 CHF | 31'000 | 31'000 | 12'912 | 12'912 | 158'342 CHF | 158'766 CHF | 99.82% | 99.82% |
11.07.2024 | 0.38% | 12.53 CHF | 12.54 CHF | 31'000 | 31'000 | 11'975 | 11'975 | 154'556 CHF | 154'930 CHF | 99.93% | 99.93% |
10.07.2024 | 0.38% | 13.09 CHF | 13.10 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 155'041 CHF | 155'417 CHF | 99.59% | 99.59% |
09.07.2024 | 0.38% | 12.83 CHF | 12.84 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 156'935 CHF | 157'310 CHF | 99.15% | 99.15% |
08.07.2024 | 0.39% | 13.00 CHF | 13.01 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 160'414 CHF | 160'826 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 12.50 CHF | 12.51 CHF | 31'000 | 31'000 | 13'215 | 13'215 | 158'213 CHF | 158'636 CHF | 95.45% | 95.45% |
04.07.2024 | 0.48% | 11.43 CHF | 11.47 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 96'313 CHF | 96'759 CHF | 97.97% | 97.97% |
03.07.2024 | 0.37% | 11.53 CHF | 11.54 CHF | 33'000 | 33'000 | 13'813 | 13'813 | 154'142 CHF | 154'520 CHF | 95.19% | 95.19% |
02.07.2024 | 0.39% | 10.77 CHF | 10.78 CHF | 35'000 | 35'000 | 13'893 | 13'893 | 148'081 CHF | 148'455 CHF | 99.98% | 99.98% |