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 | 160'871 CHF | 161'287 CHF | 98.92% | 98.92% |
12.07.2024 | 0.42% | 12.49 CHF | 12.50 CHF | 31'000 | 31'000 | 12'938 | 12'938 | 157'432 CHF | 157'857 CHF | 99.34% | 99.34% |
11.07.2024 | 0.38% | 12.44 CHF | 12.45 CHF | 31'000 | 31'000 | 11'970 | 11'970 | 153'334 CHF | 153'708 CHF | 99.91% | 99.91% |
10.07.2024 | 0.39% | 12.99 CHF | 13.00 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 153'880 CHF | 154'256 CHF | 99.59% | 99.59% |
09.07.2024 | 0.38% | 12.74 CHF | 12.75 CHF | 30'000 | 30'000 | 11'931 | 11'931 | 155'664 CHF | 156'038 CHF | 99.30% | 99.30% |
08.07.2024 | 0.39% | 12.90 CHF | 12.91 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 159'199 CHF | 159'611 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 12.40 CHF | 12.41 CHF | 31'000 | 31'000 | 13'213 | 13'213 | 156'912 CHF | 157'335 CHF | 95.45% | 95.45% |
04.07.2024 | 0.49% | 11.33 CHF | 11.37 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 95'494 CHF | 95'940 CHF | 97.96% | 97.96% |
03.07.2024 | 0.38% | 11.43 CHF | 11.44 CHF | 33'000 | 33'000 | 13'792 | 13'792 | 152'612 CHF | 152'991 CHF | 93.83% | 93.83% |
02.07.2024 | 0.40% | 10.68 CHF | 10.69 CHF | 35'000 | 35'000 | 13'893 | 13'893 | 146'719 CHF | 147'093 CHF | 99.98% | 99.98% |