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 | 0.41% | 12.12 CHF | 12.13 CHF | 31'000 | 31'000 | 12'753 | 12'753 | 154'110 CHF | 154'525 CHF | 98.91% | 98.91% |
12.07.2024 | 0.43% | 11.96 CHF | 11.97 CHF | 31'000 | 31'000 | 12'942 | 12'942 | 150'608 CHF | 151'032 CHF | 99.51% | 99.51% |
11.07.2024 | 0.40% | 11.91 CHF | 11.92 CHF | 31'000 | 31'000 | 11'971 | 11'971 | 147'003 CHF | 147'377 CHF | 99.91% | 99.91% |
10.07.2024 | 0.40% | 12.46 CHF | 12.47 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 147'540 CHF | 147'915 CHF | 99.59% | 99.59% |
09.07.2024 | 0.39% | 12.20 CHF | 12.21 CHF | 30'000 | 30'000 | 11'931 | 11'931 | 149'331 CHF | 149'705 CHF | 99.30% | 99.30% |
08.07.2024 | 0.41% | 12.37 CHF | 12.38 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 152'563 CHF | 152'975 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 11.87 CHF | 11.88 CHF | 31'000 | 31'000 | 13'212 | 13'212 | 149'900 CHF | 150'323 CHF | 95.44% | 95.44% |
04.07.2024 | 0.51% | 10.80 CHF | 10.84 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 91'037 CHF | 91'484 CHF | 97.96% | 97.96% |
03.07.2024 | 0.40% | 10.90 CHF | 10.91 CHF | 33'000 | 33'000 | 13'668 | 13'668 | 143'932 CHF | 144'310 CHF | 94.48% | 94.48% |
02.07.2024 | 0.42% | 10.14 CHF | 10.15 CHF | 35'000 | 35'000 | 13'890 | 13'890 | 139'286 CHF | 139'659 CHF | 99.97% | 99.97% |