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 | 0.43% | 11.43 CHF | 11.44 CHF | 31'000 | 31'000 | 12'752 | 12'752 | 145'302 CHF | 145'717 CHF | 98.91% | 98.91% |
12.07.2024 | 0.46% | 11.27 CHF | 11.28 CHF | 31'000 | 31'000 | 12'942 | 12'942 | 141'677 CHF | 142'101 CHF | 99.51% | 99.51% |
11.07.2024 | 0.42% | 11.22 CHF | 11.23 CHF | 31'000 | 31'000 | 11'968 | 11'968 | 138'715 CHF | 139'089 CHF | 99.90% | 99.90% |
10.07.2024 | 0.43% | 11.76 CHF | 11.77 CHF | 30'000 | 30'000 | 11'938 | 11'938 | 139'245 CHF | 139'621 CHF | 99.58% | 99.58% |
09.07.2024 | 0.42% | 11.51 CHF | 11.52 CHF | 30'000 | 30'000 | 11'931 | 11'931 | 141'074 CHF | 141'448 CHF | 99.30% | 99.30% |
08.07.2024 | 0.44% | 11.68 CHF | 11.69 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 143'918 CHF | 144'330 CHF | 100.00% | 100.00% |
05.07.2024 | 0.47% | 11.18 CHF | 11.19 CHF | 31'000 | 31'000 | 13'212 | 13'212 | 140'760 CHF | 141'183 CHF | 95.44% | 95.44% |
04.07.2024 | 0.55% | 10.11 CHF | 10.15 CHF | 10'000 | 10'000 | 8'401 | 8'401 | 85'360 CHF | 85'807 CHF | 97.96% | 97.96% |
03.07.2024 | 0.43% | 10.21 CHF | 10.22 CHF | 33'000 | 33'000 | 13'871 | 13'871 | 136'484 CHF | 136'862 CHF | 94.53% | 94.53% |
02.07.2024 | 0.45% | 9.45 CHF | 9.46 CHF | 35'000 | 35'000 | 13'894 | 13'894 | 129'653 CHF | 130'027 CHF | 99.98% | 99.98% |