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 | 0.40% | 12.31 CHF | 12.32 CHF | 31'000 | 31'000 | 12'753 | 12'753 | 156'557 CHF | 156'972 CHF | 98.92% | 98.92% |
12.07.2024 | 0.43% | 12.16 CHF | 12.17 CHF | 31'000 | 31'000 | 12'912 | 12'912 | 152'752 CHF | 153'176 CHF | 99.82% | 99.82% |
11.07.2024 | 0.39% | 12.10 CHF | 12.11 CHF | 31'000 | 31'000 | 11'968 | 11'968 | 149'274 CHF | 149'649 CHF | 99.90% | 99.90% |
10.07.2024 | 0.40% | 12.65 CHF | 12.66 CHF | 30'000 | 30'000 | 11'938 | 11'938 | 149'811 CHF | 150'187 CHF | 99.58% | 99.58% |
09.07.2024 | 0.39% | 12.40 CHF | 12.41 CHF | 30'000 | 30'000 | 11'931 | 11'931 | 151'623 CHF | 151'998 CHF | 99.30% | 99.30% |
08.07.2024 | 0.40% | 12.56 CHF | 12.57 CHF | 30'000 | 30'000 | 12'527 | 12'527 | 154'936 CHF | 155'348 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 12.06 CHF | 12.07 CHF | 31'000 | 31'000 | 13'211 | 13'211 | 152'427 CHF | 152'851 CHF | 95.44% | 95.44% |
04.07.2024 | 0.50% | 11.00 CHF | 11.04 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 92'652 CHF | 93'099 CHF | 97.96% | 97.96% |
03.07.2024 | 0.39% | 11.09 CHF | 11.10 CHF | 33'000 | 33'000 | 13'811 | 13'811 | 148'140 CHF | 148'519 CHF | 93.92% | 93.92% |
02.07.2024 | 0.41% | 10.34 CHF | 10.35 CHF | 35'000 | 35'000 | 13'893 | 13'893 | 141'999 CHF | 142'372 CHF | 99.98% | 99.98% |