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% | 12.94 CHF | 12.95 CHF | 31'000 | 31'000 | 12'753 | 12'753 | 164'549 CHF | 164'965 CHF | 98.92% | 98.92% |
12.07.2024 | 0.41% | 12.78 CHF | 12.79 CHF | 31'000 | 31'000 | 12'942 | 12'942 | 161'205 CHF | 161'630 CHF | 99.51% | 99.51% |
11.07.2024 | 0.37% | 12.72 CHF | 12.73 CHF | 31'000 | 31'000 | 11'971 | 11'971 | 156'807 CHF | 157'181 CHF | 99.92% | 99.92% |
10.07.2024 | 0.38% | 13.28 CHF | 13.29 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 157'346 CHF | 157'722 CHF | 99.59% | 99.59% |
09.07.2024 | 0.37% | 13.03 CHF | 13.04 CHF | 30'000 | 30'000 | 11'931 | 11'931 | 159'121 CHF | 159'496 CHF | 99.30% | 99.30% |
08.07.2024 | 0.38% | 13.19 CHF | 13.20 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 162'833 CHF | 163'245 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 12.69 CHF | 12.70 CHF | 31'000 | 31'000 | 13'212 | 13'212 | 160'738 CHF | 161'161 CHF | 95.45% | 95.45% |
04.07.2024 | 0.48% | 11.63 CHF | 11.67 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 97'933 CHF | 98'380 CHF | 97.96% | 97.96% |
03.07.2024 | 0.37% | 11.72 CHF | 11.73 CHF | 33'000 | 33'000 | 13'806 | 13'806 | 156'773 CHF | 157'151 CHF | 94.51% | 94.51% |
02.07.2024 | 0.39% | 10.97 CHF | 10.98 CHF | 35'000 | 35'000 | 13'891 | 13'891 | 150'753 CHF | 151'127 CHF | 99.97% | 99.97% |