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 | 0.42% | 11.78 CHF | 11.79 CHF | 31'000 | 31'000 | 12'752 | 12'752 | 149'828 CHF | 150'244 CHF | 98.93% | 98.93% |
12.07.2024 | 0.45% | 11.63 CHF | 11.64 CHF | 31'000 | 31'000 | 12'942 | 12'942 | 146'315 CHF | 146'739 CHF | 99.51% | 99.51% |
11.07.2024 | 0.41% | 11.57 CHF | 11.58 CHF | 31'000 | 31'000 | 11'978 | 11'978 | 143'057 CHF | 143'431 CHF | 99.73% | 99.73% |
10.07.2024 | 0.41% | 12.12 CHF | 12.13 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 143'491 CHF | 143'867 CHF | 99.59% | 99.59% |
09.07.2024 | 0.41% | 11.87 CHF | 11.88 CHF | 30'000 | 30'000 | 11'890 | 11'890 | 144'772 CHF | 145'146 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 12.03 CHF | 12.04 CHF | 30'000 | 30'000 | 12'527 | 12'527 | 148'314 CHF | 148'726 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 11.54 CHF | 11.55 CHF | 31'000 | 31'000 | 13'214 | 13'214 | 145'562 CHF | 145'986 CHF | 95.45% | 95.45% |
04.07.2024 | 0.53% | 10.48 CHF | 10.52 CHF | 10'000 | 10'000 | 8'393 | 8'393 | 88'357 CHF | 88'803 CHF | 97.97% | 97.97% |
03.07.2024 | 0.41% | 10.57 CHF | 10.58 CHF | 33'000 | 33'000 | 13'895 | 13'895 | 141'819 CHF | 142'196 CHF | 97.38% | 97.38% |
02.07.2024 | 0.43% | 9.82 CHF | 9.83 CHF | 35'000 | 35'000 | 13'857 | 13'857 | 134'544 CHF | 134'918 CHF | 99.81% | 99.81% |