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 | 0.44% | 11.30 CHF | 11.35 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 338'036 CHF | 339'523 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 11.40 CHF | 11.45 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 336'794 CHF | 338'282 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 11.25 CHF | 11.30 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 334'639 CHF | 336'126 CHF | 100.00% | 100.00% |
10.07.2024 | 0.45% | 11.15 CHF | 11.20 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 329'482 CHF | 330'969 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 11.05 CHF | 11.10 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 330'056 CHF | 331'543 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 11.05 CHF | 11.10 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 328'793 CHF | 330'280 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 11.00 CHF | 11.05 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 329'363 CHF | 330'850 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 11.10 CHF | 11.15 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 328'858 CHF | 330'342 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 11.05 CHF | 11.10 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 327'991 CHF | 329'478 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 11.00 CHF | 11.05 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 325'746 CHF | 327'230 CHF | 100.00% | 100.00% |