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% | 12.28 CHF | 12.29 CHF | 31'000 | 31'000 | 12'752 | 12'752 | 156'145 CHF | 156'560 CHF | 98.91% | 98.91% |
12.07.2024 | 0.43% | 12.12 CHF | 12.13 CHF | 31'000 | 31'000 | 12'912 | 12'912 | 152'387 CHF | 152'811 CHF | 99.82% | 99.82% |
11.07.2024 | 0.39% | 12.07 CHF | 12.08 CHF | 31'000 | 31'000 | 11'969 | 11'969 | 148'882 CHF | 149'257 CHF | 99.91% | 99.91% |
10.07.2024 | 0.40% | 12.61 CHF | 12.62 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 149'426 CHF | 149'801 CHF | 99.59% | 99.59% |
09.07.2024 | 0.39% | 12.36 CHF | 12.37 CHF | 30'000 | 30'000 | 11'890 | 11'890 | 150'679 CHF | 151'053 CHF | 100.00% | 100.00% |
08.07.2024 | 0.41% | 12.53 CHF | 12.54 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 154'552 CHF | 154'965 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 12.03 CHF | 12.04 CHF | 31'000 | 31'000 | 13'212 | 13'212 | 152'115 CHF | 152'539 CHF | 95.45% | 95.45% |
04.07.2024 | 0.50% | 10.98 CHF | 11.02 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 92'483 CHF | 92'929 CHF | 97.96% | 97.96% |
03.07.2024 | 0.39% | 11.07 CHF | 11.08 CHF | 33'000 | 33'000 | 13'893 | 13'893 | 148'723 CHF | 149'101 CHF | 97.38% | 97.38% |
02.07.2024 | 0.41% | 10.32 CHF | 10.33 CHF | 35'000 | 35'000 | 13'855 | 13'855 | 141'441 CHF | 141'814 CHF | 99.80% | 99.80% |