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 | 0.27% | 10.75 CHF | 10.78 CHF | 14'600 | 14'600 | 14'402 | 14'402 | 157'633 CHF | 158'065 CHF | 99.97% | 99.97% |
12.07.2024 | 0.28% | 11.14 CHF | 11.17 CHF | 14'500 | 14'500 | 14'790 | 14'790 | 159'340 CHF | 159'784 CHF | 100.00% | 100.00% |
11.07.2024 | 0.28% | 10.78 CHF | 10.81 CHF | 14'600 | 14'600 | 14'537 | 14'537 | 156'069 CHF | 156'505 CHF | 99.99% | 99.99% |
10.07.2024 | 0.27% | 11.04 CHF | 11.07 CHF | 14'800 | 14'800 | 14'739 | 14'739 | 162'025 CHF | 162'467 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 10.97 CHF | 11.00 CHF | 14'800 | 14'800 | 14'594 | 14'594 | 162'736 CHF | 163'174 CHF | 99.99% | 99.99% |
08.07.2024 | 0.19% | 10.76 CHF | 10.78 CHF | 15'300 | 15'300 | 15'237 | 15'237 | 162'897 CHF | 163'202 CHF | 99.99% | 99.99% |
05.07.2024 | 0.19% | 10.40 CHF | 10.42 CHF | 15'300 | 15'300 | 15'237 | 15'237 | 159'623 CHF | 159'928 CHF | 99.79% | 99.79% |
04.07.2024 | 0.19% | 10.47 CHF | 10.49 CHF | 15'400 | 15'400 | 15'336 | 15'336 | 159'523 CHF | 159'830 CHF | 99.49% | 99.49% |
03.07.2024 | 0.20% | 10.26 CHF | 10.28 CHF | 15'100 | 15'100 | 15'374 | 15'374 | 156'517 CHF | 156'825 CHF | 99.91% | 99.91% |
02.07.2024 | 0.19% | 10.57 CHF | 10.59 CHF | 15'100 | 15'100 | 15'252 | 15'252 | 157'925 CHF | 158'230 CHF | 99.98% | 99.98% |