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% | 11.80 CHF | 11.81 CHF | 31'000 | 31'000 | 12'752 | 12'752 | 150'021 CHF | 150'436 CHF | 98.91% | 98.91% |
12.07.2024 | 0.45% | 11.64 CHF | 11.65 CHF | 31'000 | 31'000 | 12'942 | 12'942 | 146'472 CHF | 146'896 CHF | 99.51% | 99.51% |
11.07.2024 | 0.41% | 11.59 CHF | 11.60 CHF | 31'000 | 31'000 | 11'980 | 11'980 | 143'286 CHF | 143'660 CHF | 99.74% | 99.74% |
10.07.2024 | 0.41% | 12.14 CHF | 12.15 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 143'708 CHF | 144'083 CHF | 99.59% | 99.59% |
09.07.2024 | 0.40% | 11.88 CHF | 11.89 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 145'616 CHF | 145'990 CHF | 99.15% | 99.15% |
08.07.2024 | 0.42% | 12.05 CHF | 12.06 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 148'563 CHF | 148'975 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 11.55 CHF | 11.56 CHF | 31'000 | 31'000 | 13'213 | 13'213 | 145'675 CHF | 146'099 CHF | 95.45% | 95.45% |
04.07.2024 | 0.53% | 10.48 CHF | 10.52 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 88'346 CHF | 88'793 CHF | 97.97% | 97.97% |
03.07.2024 | 0.41% | 10.58 CHF | 10.59 CHF | 33'000 | 33'000 | 13'779 | 13'779 | 140'674 CHF | 141'052 CHF | 93.30% | 93.30% |
02.07.2024 | 0.43% | 9.82 CHF | 9.83 CHF | 35'000 | 35'000 | 13'897 | 13'897 | 134'875 CHF | 135'248 CHF | 100.00% | 100.00% |