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 | 1.34% | 10.45 CHF | 10.50 CHF | 13'600 | 13'600 | 5'947 | 5'947 | 60'156 CHF | 60'743 CHF | 99.99% | 99.99% |
12.07.2024 | 1.37% | 9.49 CHF | 9.54 CHF | 13'700 | 13'700 | 6'015 | 6'015 | 53'516 CHF | 54'090 CHF | 100.00% | 100.00% |
11.07.2024 | 1.32% | 10.18 CHF | 10.24 CHF | 11'000 | 11'000 | 4'949 | 4'949 | 52'787 CHF | 53'358 CHF | 99.94% | 99.94% |
10.07.2024 | 1.25% | 12.34 CHF | 12.40 CHF | 10'800 | 10'800 | 4'846 | 4'846 | 59'263 CHF | 59'837 CHF | 99.89% | 99.89% |
09.07.2024 | 1.27% | 12.37 CHF | 12.43 CHF | 11'000 | 11'000 | 4'942 | 4'942 | 59'336 CHF | 59'921 CHF | 99.73% | 99.73% |
08.07.2024 | 1.29% | 12.05 CHF | 12.11 CHF | 11'900 | 11'900 | 5'223 | 5'223 | 59'361 CHF | 59'949 CHF | 99.31% | 99.31% |
05.07.2024 | 1.31% | 12.11 CHF | 12.17 CHF | 10'700 | 10'700 | 4'783 | 4'783 | 57'388 CHF | 57'964 CHF | 99.98% | 99.98% |
04.07.2024 | 1.44% | 12.19 CHF | 12.35 CHF | 4'300 | 4'300 | 3'452 | 3'452 | 41'962 CHF | 42'557 CHF | 99.63% | 99.63% |
03.07.2024 | 1.34% | 12.55 CHF | 12.61 CHF | 11'200 | 11'200 | 4'931 | 4'931 | 57'152 CHF | 57'734 CHF | 100.00% | 100.00% |
02.07.2024 | 1.25% | 12.88 CHF | 12.94 CHF | 10'700 | 10'700 | 4'773 | 4'773 | 59'671 CHF | 60'246 CHF | 99.97% | 99.97% |