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 | 0.31% | 12.60 CHF | 12.64 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 77'677 CHF | 77'915 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 13.25 CHF | 13.29 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 90'565 CHF | 90'834 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 12.81 CHF | 12.85 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 86'263 CHF | 86'497 CHF | 100.00% | 100.00% |
10.07.2024 | 0.29% | 11.71 CHF | 11.74 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 83'392 CHF | 83'633 CHF | 100.00% | 100.00% |
09.07.2024 | 0.28% | 12.34 CHF | 12.38 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 88'453 CHF | 88'700 CHF | 100.00% | 100.00% |
08.07.2024 | 0.27% | 12.53 CHF | 12.56 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 88'179 CHF | 88'419 CHF | 100.00% | 100.00% |
05.07.2024 | 0.28% | 12.22 CHF | 12.25 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 87'407 CHF | 87'656 CHF | 100.00% | 100.00% |
04.07.2024 | 0.27% | 12.74 CHF | 12.78 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 87'363 CHF | 87'599 CHF | 100.00% | 100.00% |
03.07.2024 | 0.28% | 11.91 CHF | 11.95 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 87'382 CHF | 87'627 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 12.29 CHF | 12.32 CHF | 7'000 | 7'000 | 6'400 | 6'400 | 76'120 CHF | 76'333 CHF | 99.71% | 99.71% |