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% | 10.95 CHF | 11.00 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 191'706 CHF | 192'476 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 10.98 CHF | 11.02 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 190'452 CHF | 191'218 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 10.84 CHF | 10.88 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 189'162 CHF | 189'914 CHF | 100.00% | 100.00% |
10.07.2024 | 0.40% | 10.76 CHF | 10.81 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 187'589 CHF | 188'341 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 10.68 CHF | 10.73 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 188'407 CHF | 189'160 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 10.85 CHF | 10.90 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 190'171 CHF | 190'939 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 10.87 CHF | 10.91 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 190'998 CHF | 191'767 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 10.86 CHF | 10.91 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 189'649 CHF | 190'404 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 10.77 CHF | 10.81 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 188'533 CHF | 189'286 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 10.63 CHF | 10.68 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 185'430 CHF | 186'171 CHF | 100.00% | 100.00% |