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 | 0.45% | 11.00 CHF | 11.05 CHF | 30'000 | 30'000 | 29'707 | 29'707 | 331'016 CHF | 332'494 CHF | 96.11% | 96.11% |
12.07.2024 | 0.46% | 11.15 CHF | 11.20 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 328'950 CHF | 330'437 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 10.95 CHF | 11.00 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 324'590 CHF | 326'078 CHF | 99.95% | 99.95% |
10.07.2024 | 0.48% | 10.70 CHF | 10.75 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 314'073 CHF | 315'560 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 10.50 CHF | 10.55 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 315'558 CHF | 317'044 CHF | 100.00% | 100.00% |
08.07.2024 | 0.48% | 10.55 CHF | 10.60 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 313'260 CHF | 314'746 CHF | 100.00% | 100.00% |
05.07.2024 | 0.48% | 10.45 CHF | 10.50 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 314'351 CHF | 315'837 CHF | 99.74% | 99.74% |
04.07.2024 | 0.48% | 10.60 CHF | 10.65 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 313'493 CHF | 314'978 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 10.50 CHF | 10.55 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 311'895 CHF | 313'381 CHF | 99.92% | 99.92% |
02.07.2024 | 0.49% | 10.45 CHF | 10.50 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 307'172 CHF | 308'657 CHF | 100.00% | 100.00% |