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% | 11.61 CHF | 11.62 CHF | 31'000 | 31'000 | 12'755 | 12'755 | 147'598 CHF | 148'014 CHF | 98.94% | 98.94% |
12.07.2024 | 0.46% | 11.45 CHF | 11.46 CHF | 31'000 | 31'000 | 12'912 | 12'912 | 143'711 CHF | 144'135 CHF | 99.82% | 99.82% |
11.07.2024 | 0.41% | 11.40 CHF | 11.41 CHF | 31'000 | 31'000 | 11'969 | 11'969 | 140'830 CHF | 141'204 CHF | 99.90% | 99.90% |
10.07.2024 | 0.42% | 11.94 CHF | 11.95 CHF | 30'000 | 30'000 | 11'938 | 11'938 | 141'346 CHF | 141'722 CHF | 99.58% | 99.58% |
09.07.2024 | 0.41% | 11.69 CHF | 11.70 CHF | 30'000 | 30'000 | 11'890 | 11'890 | 142'670 CHF | 143'045 CHF | 100.00% | 100.00% |
08.07.2024 | 0.43% | 11.86 CHF | 11.87 CHF | 30'000 | 30'000 | 12'527 | 12'527 | 146'102 CHF | 146'514 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 11.36 CHF | 11.37 CHF | 31'000 | 31'000 | 13'213 | 13'213 | 143'218 CHF | 143'641 CHF | 95.45% | 95.45% |
04.07.2024 | 0.54% | 10.30 CHF | 10.34 CHF | 10'000 | 10'000 | 8'401 | 8'401 | 86'962 CHF | 87'409 CHF | 97.96% | 97.96% |
03.07.2024 | 0.41% | 10.40 CHF | 10.41 CHF | 33'000 | 33'000 | 13'897 | 13'897 | 139'378 CHF | 139'756 CHF | 97.40% | 97.40% |
02.07.2024 | 0.44% | 9.65 CHF | 9.66 CHF | 35'000 | 35'000 | 13'861 | 13'861 | 132'108 CHF | 132'482 CHF | 99.83% | 99.83% |