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 | 0.44% | 11.35 CHF | 11.40 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 228'156 CHF | 229'147 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 11.55 CHF | 11.60 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 226'625 CHF | 227'617 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 11.30 CHF | 11.35 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 223'691 CHF | 224'683 CHF | 99.99% | 99.99% |
10.07.2024 | 0.46% | 11.10 CHF | 11.15 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 216'840 CHF | 217'831 CHF | 100.00% | 100.00% |
09.07.2024 | 0.46% | 10.90 CHF | 10.95 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 217'697 CHF | 218'682 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 10.90 CHF | 10.95 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 216'200 CHF | 217'191 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 10.80 CHF | 10.85 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 216'963 CHF | 217'948 CHF | 99.92% | 99.92% |
04.07.2024 | 0.46% | 10.95 CHF | 11.00 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 216'271 CHF | 217'263 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 10.85 CHF | 10.90 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 215'166 CHF | 216'157 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 10.80 CHF | 10.85 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 212'010 CHF | 212'988 CHF | 99.78% | 99.78% |