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% | 12.42 CHF | 12.43 CHF | 31'000 | 31'000 | 12'754 | 12'754 | 157'980 CHF | 158'395 CHF | 98.92% | 98.92% |
12.07.2024 | 0.42% | 12.27 CHF | 12.28 CHF | 31'000 | 31'000 | 12'912 | 12'912 | 154'173 CHF | 154'598 CHF | 99.82% | 99.82% |
11.07.2024 | 0.39% | 12.21 CHF | 12.22 CHF | 31'000 | 31'000 | 11'968 | 11'968 | 150'599 CHF | 150'974 CHF | 99.90% | 99.90% |
10.07.2024 | 0.39% | 12.76 CHF | 12.77 CHF | 30'000 | 30'000 | 11'938 | 11'938 | 151'130 CHF | 151'506 CHF | 99.58% | 99.58% |
09.07.2024 | 0.38% | 12.51 CHF | 12.52 CHF | 30'000 | 30'000 | 11'943 | 11'943 | 153'108 CHF | 153'483 CHF | 99.10% | 99.10% |
08.07.2024 | 0.40% | 12.67 CHF | 12.68 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 156'357 CHF | 156'769 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 12.17 CHF | 12.18 CHF | 31'000 | 31'000 | 13'214 | 13'214 | 153'917 CHF | 154'340 CHF | 95.45% | 95.45% |
04.07.2024 | 0.50% | 11.11 CHF | 11.15 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 93'579 CHF | 94'026 CHF | 97.97% | 97.97% |
03.07.2024 | 0.39% | 11.20 CHF | 11.21 CHF | 33'000 | 33'000 | 13'748 | 13'748 | 149'010 CHF | 149'388 CHF | 94.20% | 94.20% |
02.07.2024 | 0.41% | 10.45 CHF | 10.46 CHF | 35'000 | 35'000 | 13'894 | 13'894 | 143'551 CHF | 143'925 CHF | 99.98% | 99.98% |