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 | 0.17% | 11.65 CHF | 11.67 CHF | 23'000 | 23'000 | 22'908 | 22'908 | 268'321 CHF | 268'779 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 11.68 CHF | 11.70 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 267'933 CHF | 268'393 CHF | 99.99% | 99.99% |
11.07.2024 | 0.17% | 11.73 CHF | 11.75 CHF | 23'000 | 23'000 | 22'915 | 22'915 | 268'972 CHF | 269'430 CHF | 99.98% | 99.98% |
10.07.2024 | 0.17% | 11.71 CHF | 11.73 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 267'893 CHF | 268'353 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 11.55 CHF | 11.57 CHF | 23'000 | 23'000 | 22'973 | 22'973 | 266'101 CHF | 266'561 CHF | 100.00% | 100.00% |
08.07.2024 | 0.17% | 11.53 CHF | 11.55 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 266'214 CHF | 266'674 CHF | 99.70% | 99.70% |
05.07.2024 | 0.18% | 11.34 CHF | 11.36 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 262'127 CHF | 262'587 CHF | 100.00% | 100.00% |
04.07.2024 | 0.18% | 11.39 CHF | 11.41 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 261'777 CHF | 262'237 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 11.23 CHF | 11.25 CHF | 23'000 | 23'000 | 23'243 | 23'243 | 260'403 CHF | 260'868 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 11.39 CHF | 11.41 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 260'529 CHF | 260'989 CHF | 99.98% | 99.98% |