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% | 12.48 CHF | 12.49 CHF | 31'000 | 31'000 | 12'750 | 12'750 | 158'675 CHF | 159'091 CHF | 98.94% | 98.94% |
12.07.2024 | 0.42% | 12.33 CHF | 12.34 CHF | 31'000 | 31'000 | 12'912 | 12'912 | 154'976 CHF | 155'400 CHF | 99.82% | 99.82% |
11.07.2024 | 0.39% | 12.27 CHF | 12.28 CHF | 31'000 | 31'000 | 11'969 | 11'969 | 151'284 CHF | 151'658 CHF | 99.91% | 99.91% |
10.07.2024 | 0.39% | 12.82 CHF | 12.83 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 151'827 CHF | 152'203 CHF | 99.59% | 99.59% |
09.07.2024 | 0.38% | 12.57 CHF | 12.58 CHF | 30'000 | 30'000 | 11'890 | 11'890 | 153'070 CHF | 153'445 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 12.73 CHF | 12.74 CHF | 30'000 | 30'000 | 12'527 | 12'527 | 157'038 CHF | 157'450 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 12.23 CHF | 12.24 CHF | 31'000 | 31'000 | 13'213 | 13'213 | 154'764 CHF | 155'187 CHF | 95.45% | 95.45% |
04.07.2024 | 0.50% | 11.18 CHF | 11.22 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 94'164 CHF | 94'610 CHF | 97.96% | 97.96% |
03.07.2024 | 0.38% | 11.27 CHF | 11.28 CHF | 33'000 | 33'000 | 13'893 | 13'893 | 151'520 CHF | 151'898 CHF | 97.38% | 97.38% |
02.07.2024 | 0.40% | 10.53 CHF | 10.54 CHF | 35'000 | 35'000 | 13'861 | 13'861 | 144'300 CHF | 144'674 CHF | 99.83% | 99.83% |