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% | 12.52 CHF | 12.53 CHF | 31'000 | 31'000 | 12'753 | 12'753 | 159'188 CHF | 159'603 CHF | 98.92% | 98.92% |
12.07.2024 | 0.42% | 12.36 CHF | 12.37 CHF | 31'000 | 31'000 | 12'942 | 12'942 | 155'759 CHF | 156'184 CHF | 99.51% | 99.51% |
11.07.2024 | 0.38% | 12.30 CHF | 12.31 CHF | 31'000 | 31'000 | 11'970 | 11'970 | 151'757 CHF | 152'132 CHF | 99.91% | 99.91% |
10.07.2024 | 0.39% | 12.86 CHF | 12.87 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 152'304 CHF | 152'680 CHF | 99.59% | 99.59% |
09.07.2024 | 0.38% | 12.60 CHF | 12.61 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 154'200 CHF | 154'575 CHF | 99.15% | 99.15% |
08.07.2024 | 0.40% | 12.77 CHF | 12.78 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 157'554 CHF | 157'967 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 12.27 CHF | 12.28 CHF | 31'000 | 31'000 | 13'212 | 13'212 | 155'173 CHF | 155'596 CHF | 95.45% | 95.45% |
04.07.2024 | 0.49% | 11.20 CHF | 11.24 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 94'393 CHF | 94'839 CHF | 97.96% | 97.96% |
03.07.2024 | 0.38% | 11.30 CHF | 11.31 CHF | 33'000 | 33'000 | 13'635 | 13'635 | 149'042 CHF | 149'419 CHF | 94.74% | 94.74% |
02.07.2024 | 0.40% | 10.54 CHF | 10.55 CHF | 35'000 | 35'000 | 13'893 | 13'893 | 144'886 CHF | 145'259 CHF | 99.98% | 99.98% |