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 | 0.23% | 21.90 CHF | 21.95 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 214'558 CHF | 215'038 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 21.65 CHF | 21.70 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 211'222 CHF | 211'718 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 21.40 CHF | 21.45 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 214'396 CHF | 214'891 CHF | 99.80% | 99.80% |
10.07.2024 | 0.24% | 21.40 CHF | 21.45 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 211'156 CHF | 211'652 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 21.25 CHF | 21.30 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 210'855 CHF | 211'348 CHF | 99.99% | 99.99% |
08.07.2024 | 0.24% | 21.20 CHF | 21.25 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 208'991 CHF | 209'487 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 21.00 CHF | 21.05 CHF | 10'000 | 10'000 | 9'906 | 9'905 | 207'118 CHF | 207'608 CHF | 99.53% | 99.53% |
04.07.2024 | 0.24% | 20.90 CHF | 20.95 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 207'411 CHF | 207'906 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 20.85 CHF | 20.90 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 205'854 CHF | 206'350 CHF | 100.00% | 100.00% |
02.07.2024 | 0.25% | 20.50 CHF | 20.55 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 201'439 CHF | 201'926 CHF | 99.67% | 99.67% |