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% | 10.85 CHF | 10.90 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 86'579 CHF | 86'975 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 10.95 CHF | 11.00 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 85'136 CHF | 85'533 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 10.80 CHF | 10.85 CHF | 8'000 | 8'000 | 7'921 | 7'921 | 85'273 CHF | 85'670 CHF | 95.32% | 95.32% |
10.07.2024 | 0.45% | 10.75 CHF | 10.80 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 87'910 CHF | 88'307 CHF | 99.95% | 99.95% |
09.07.2024 | 0.45% | 11.35 CHF | 11.40 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 89'618 CHF | 90'014 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 11.25 CHF | 11.30 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 88'852 CHF | 89'248 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 11.35 CHF | 11.40 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 89'850 CHF | 90'246 CHF | 99.88% | 99.88% |
04.07.2024 | 0.44% | 11.60 CHF | 11.65 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 91'205 CHF | 91'602 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 11.50 CHF | 11.55 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 91'358 CHF | 91'754 CHF | 99.86% | 99.86% |
02.07.2024 | 0.44% | 11.35 CHF | 11.40 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 91'140 CHF | 91'536 CHF | 99.91% | 99.91% |