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 | 0.46% | 10.80 CHF | 10.85 CHF | 17'000 | 17'000 | 16'375 | 16'375 | 180'740 CHF | 181'559 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 11.10 CHF | 11.15 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 180'247 CHF | 181'065 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 11.05 CHF | 11.10 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 180'745 CHF | 181'563 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 11.00 CHF | 11.05 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 178'696 CHF | 179'514 CHF | 99.95% | 99.95% |
09.07.2024 | 0.45% | 11.10 CHF | 11.15 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 181'475 CHF | 182'294 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 10.85 CHF | 10.90 CHF | 16'500 | 16'500 | 16'350 | 16'350 | 177'322 CHF | 178'140 CHF | 100.00% | 100.00% |
05.07.2024 | 0.47% | 10.70 CHF | 10.75 CHF | 17'000 | 17'000 | 16'540 | 16'540 | 178'674 CHF | 179'502 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 10.90 CHF | 10.95 CHF | 16'500 | 16'500 | 16'392 | 16'392 | 178'096 CHF | 178'917 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 10.90 CHF | 10.95 CHF | 16'500 | 16'500 | 16'462 | 16'462 | 178'025 CHF | 178'849 CHF | 99.87% | 99.87% |
02.07.2024 | 0.48% | 10.75 CHF | 10.80 CHF | 16'500 | 16'500 | 16'827 | 16'827 | 177'975 CHF | 178'823 CHF | 100.00% | 100.00% |