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 | 0.48% | 10.40 CHF | 10.45 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 313'315 CHF | 314'802 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 10.55 CHF | 10.60 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 311'193 CHF | 312'681 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 10.35 CHF | 10.40 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 306'916 CHF | 308'404 CHF | 100.00% | 100.00% |
10.07.2024 | 0.16% | 10.10 CHF | 10.15 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 296'859 CHF | 297'342 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 9.94 CHF | 9.95 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 297'995 CHF | 299'070 CHF | 100.00% | 100.00% |
08.07.2024 | 0.17% | 9.96 CHF | 9.97 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 295'992 CHF | 296'498 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 9.88 CHF | 9.89 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 296'793 CHF | 297'959 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 10.00 CHF | 10.05 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 296'131 CHF | 296'738 CHF | 100.00% | 100.00% |
03.07.2024 | 0.10% | 9.93 CHF | 9.94 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 294'748 CHF | 295'045 CHF | 100.00% | 100.00% |
02.07.2024 | 0.10% | 9.87 CHF | 9.88 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 290'032 CHF | 290'329 CHF | 99.31% | 99.31% |