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% | 10.25 CHF | 10.30 CHF | 17'000 | 17'000 | 16'375 | 16'375 | 171'461 CHF | 172'281 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 10.55 CHF | 10.60 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 170'886 CHF | 171'705 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 10.50 CHF | 10.55 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 171'417 CHF | 172'235 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 10.40 CHF | 10.45 CHF | 16'500 | 16'500 | 16'346 | 16'346 | 169'385 CHF | 170'203 CHF | 99.96% | 99.96% |
09.07.2024 | 0.48% | 10.50 CHF | 10.55 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 172'204 CHF | 173'022 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 10.30 CHF | 10.35 CHF | 16'500 | 16'500 | 16'350 | 16'350 | 168'052 CHF | 168'871 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 10.15 CHF | 10.20 CHF | 17'000 | 17'000 | 16'523 | 16'523 | 169'101 CHF | 169'928 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 10.30 CHF | 10.35 CHF | 16'500 | 16'500 | 16'422 | 16'422 | 169'106 CHF | 169'928 CHF | 100.00% | 100.00% |
03.07.2024 | 0.49% | 10.30 CHF | 10.35 CHF | 16'500 | 16'500 | 16'464 | 16'464 | 168'714 CHF | 169'538 CHF | 99.87% | 99.87% |
02.07.2024 | 0.33% | 10.20 CHF | 10.25 CHF | 16'500 | 16'500 | 16'830 | 16'830 | 168'549 CHF | 169'105 CHF | 100.00% | 100.00% |