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 | 0.09% | 11.55 CHF | 11.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 290'736 CHF | 290'986 CHF | 100.00% | 100.00% |
12.07.2024 | 0.09% | 11.59 CHF | 11.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 288'810 CHF | 289'060 CHF | 98.97% | 98.97% |
11.07.2024 | 0.09% | 11.66 CHF | 11.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 291'601 CHF | 291'851 CHF | 99.94% | 99.94% |
10.07.2024 | 0.09% | 11.63 CHF | 11.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 288'765 CHF | 289'015 CHF | 99.85% | 99.85% |
09.07.2024 | 0.09% | 11.44 CHF | 11.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 286'766 CHF | 287'016 CHF | 100.00% | 100.00% |
08.07.2024 | 0.09% | 11.40 CHF | 11.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 286'484 CHF | 286'734 CHF | 100.00% | 100.00% |
05.07.2024 | 0.09% | 11.17 CHF | 11.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 281'018 CHF | 281'268 CHF | 99.99% | 99.99% |
04.07.2024 | 0.09% | 11.24 CHF | 11.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 280'583 CHF | 280'833 CHF | 100.00% | 100.00% |
03.07.2024 | 0.09% | 11.03 CHF | 11.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 275'041 CHF | 275'291 CHF | 99.50% | 99.50% |
02.07.2024 | 0.09% | 11.23 CHF | 11.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 278'874 CHF | 279'124 CHF | 99.97% | 99.97% |