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% | 12.16 CHF | 12.21 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 243'739 CHF | 244'719 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 12.21 CHF | 12.26 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 243'281 CHF | 244'261 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 12.14 CHF | 12.19 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 242'692 CHF | 243'672 CHF | 99.99% | 99.99% |
10.07.2024 | 0.40% | 12.08 CHF | 12.13 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 240'723 CHF | 241'683 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 12.00 CHF | 12.04 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 240'582 CHF | 241'542 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 12.02 CHF | 12.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 240'299 CHF | 241'259 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 11.99 CHF | 12.04 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 240'476 CHF | 241'436 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 12.02 CHF | 12.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 240'300 CHF | 241'260 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 11.99 CHF | 12.03 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 239'288 CHF | 240'248 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 11.91 CHF | 11.96 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 237'498 CHF | 238'458 CHF | 100.00% | 100.00% |