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% | 12.09 CHF | 12.10 CHF | 31'000 | 31'000 | 12'749 | 12'749 | 153'721 CHF | 154'137 CHF | 98.93% | 98.93% |
12.07.2024 | 0.44% | 11.94 CHF | 11.95 CHF | 31'000 | 31'000 | 12'942 | 12'942 | 150'322 CHF | 150'747 CHF | 99.51% | 99.51% |
11.07.2024 | 0.40% | 11.88 CHF | 11.89 CHF | 31'000 | 31'000 | 11'985 | 11'985 | 146'836 CHF | 147'211 CHF | 99.76% | 99.76% |
10.07.2024 | 0.40% | 12.43 CHF | 12.44 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 147'192 CHF | 147'568 CHF | 99.59% | 99.59% |
09.07.2024 | 0.40% | 12.18 CHF | 12.19 CHF | 30'000 | 30'000 | 11'890 | 11'890 | 148'456 CHF | 148'831 CHF | 100.00% | 100.00% |
08.07.2024 | 0.41% | 12.34 CHF | 12.35 CHF | 30'000 | 30'000 | 12'531 | 12'531 | 152'235 CHF | 152'648 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 11.85 CHF | 11.86 CHF | 31'000 | 31'000 | 13'213 | 13'213 | 149'645 CHF | 150'068 CHF | 95.45% | 95.45% |
04.07.2024 | 0.51% | 10.79 CHF | 10.83 CHF | 10'000 | 10'000 | 8'406 | 8'406 | 91'110 CHF | 91'557 CHF | 97.96% | 97.96% |
03.07.2024 | 0.40% | 10.88 CHF | 10.89 CHF | 33'000 | 33'000 | 13'895 | 13'895 | 146'130 CHF | 146'507 CHF | 97.38% | 97.38% |
02.07.2024 | 0.42% | 10.14 CHF | 10.15 CHF | 35'000 | 35'000 | 13'860 | 13'860 | 138'895 CHF | 139'268 CHF | 99.82% | 99.82% |