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 | 0.46% | 10.90 CHF | 10.95 CHF | 30'000 | 30'000 | 29'682 | 29'682 | 325'458 CHF | 326'944 CHF | 88.73% | 88.73% |
12.07.2024 | 0.46% | 10.95 CHF | 11.00 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 324'589 CHF | 326'076 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 10.85 CHF | 10.90 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 322'285 CHF | 323'772 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 10.75 CHF | 10.80 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 316'842 CHF | 318'329 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 10.65 CHF | 10.70 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 317'810 CHF | 319'297 CHF | 100.00% | 100.00% |
08.07.2024 | 0.47% | 10.65 CHF | 10.70 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 316'566 CHF | 318'052 CHF | 100.00% | 100.00% |
05.07.2024 | 0.47% | 10.60 CHF | 10.65 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 317'304 CHF | 318'791 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 10.70 CHF | 10.75 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 316'531 CHF | 318'016 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 10.65 CHF | 10.70 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 315'604 CHF | 317'092 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 10.60 CHF | 10.65 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 313'506 CHF | 314'990 CHF | 100.00% | 100.00% |