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% | 12.39 CHF | 12.40 CHF | 31'000 | 31'000 | 12'754 | 12'754 | 157'524 CHF | 157'940 CHF | 98.92% | 98.92% |
12.07.2024 | 0.43% | 12.23 CHF | 12.24 CHF | 31'000 | 31'000 | 12'912 | 12'912 | 153'766 CHF | 154'190 CHF | 99.82% | 99.82% |
11.07.2024 | 0.39% | 12.17 CHF | 12.18 CHF | 31'000 | 31'000 | 11'974 | 11'974 | 150'215 CHF | 150'589 CHF | 99.93% | 99.93% |
10.07.2024 | 0.39% | 12.72 CHF | 12.73 CHF | 30'000 | 30'000 | 11'938 | 11'938 | 150'691 CHF | 151'067 CHF | 99.58% | 99.58% |
09.07.2024 | 0.39% | 12.47 CHF | 12.48 CHF | 30'000 | 30'000 | 11'890 | 11'890 | 151'961 CHF | 152'336 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 12.64 CHF | 12.65 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 155'899 CHF | 156'311 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 12.14 CHF | 12.15 CHF | 31'000 | 31'000 | 13'215 | 13'215 | 153'552 CHF | 153'975 CHF | 95.45% | 95.45% |
04.07.2024 | 0.50% | 11.08 CHF | 11.12 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 93'386 CHF | 93'832 CHF | 97.97% | 97.97% |
03.07.2024 | 0.38% | 11.18 CHF | 11.19 CHF | 33'000 | 33'000 | 13'891 | 13'891 | 150'195 CHF | 150'573 CHF | 97.37% | 97.37% |
02.07.2024 | 0.41% | 10.43 CHF | 10.44 CHF | 35'000 | 35'000 | 13'860 | 13'860 | 142'979 CHF | 143'353 CHF | 99.82% | 99.82% |