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 | 0.40% | 12.55 CHF | 12.60 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 100'034 CHF | 100'430 CHF | 100.00% | 100.00% |
12.07.2024 | 0.41% | 12.65 CHF | 12.70 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 98'570 CHF | 98'967 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 12.50 CHF | 12.55 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 98'744 CHF | 99'141 CHF | 99.97% | 99.97% |
10.07.2024 | 0.39% | 12.45 CHF | 12.50 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 101'329 CHF | 101'725 CHF | 99.95% | 99.95% |
09.07.2024 | 0.39% | 13.05 CHF | 13.10 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 103'022 CHF | 103'419 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 12.95 CHF | 13.00 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 102'281 CHF | 102'678 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 13.05 CHF | 13.10 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 103'271 CHF | 103'668 CHF | 100.00% | 100.00% |
04.07.2024 | 0.38% | 13.30 CHF | 13.35 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 104'610 CHF | 105'006 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 13.20 CHF | 13.25 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 104'752 CHF | 105'148 CHF | 99.86% | 99.86% |
02.07.2024 | 0.38% | 13.05 CHF | 13.10 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 104'544 CHF | 104'940 CHF | 100.00% | 100.00% |