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 | 0.43% | 11.40 CHF | 11.45 CHF | 17'000 | 17'000 | 16'373 | 16'373 | 189'901 CHF | 190'720 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 11.70 CHF | 11.75 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 189'358 CHF | 190'177 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 11.60 CHF | 11.65 CHF | 16'500 | 16'500 | 16'346 | 16'346 | 189'923 CHF | 190'741 CHF | 100.00% | 100.00% |
10.07.2024 | 0.44% | 11.55 CHF | 11.60 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 187'789 CHF | 188'607 CHF | 99.95% | 99.95% |
09.07.2024 | 0.43% | 11.65 CHF | 11.70 CHF | 16'500 | 16'500 | 16'344 | 16'344 | 190'570 CHF | 191'389 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 11.40 CHF | 11.45 CHF | 16'500 | 16'500 | 16'355 | 16'355 | 186'490 CHF | 187'308 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 11.25 CHF | 11.30 CHF | 17'000 | 17'000 | 16'536 | 16'536 | 187'859 CHF | 188'687 CHF | 100.00% | 100.00% |
04.07.2024 | 0.44% | 11.45 CHF | 11.50 CHF | 16'500 | 16'500 | 16'411 | 16'411 | 187'453 CHF | 188'275 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 11.45 CHF | 11.50 CHF | 16'500 | 16'500 | 16'462 | 16'462 | 187'228 CHF | 188'052 CHF | 99.87% | 99.87% |
02.07.2024 | 0.45% | 11.30 CHF | 11.35 CHF | 16'500 | 16'500 | 16'830 | 16'830 | 187'413 CHF | 188'256 CHF | 99.68% | 99.68% |