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 | 0.43% | 11.50 CHF | 11.55 CHF | 52'000 | 52'000 | 50'625 | 50'625 | 596'175 CHF | 598'709 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 11.80 CHF | 11.85 CHF | 53'000 | 53'000 | 52'502 | 52'502 | 611'067 CHF | 613'695 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 11.40 CHF | 11.45 CHF | 54'000 | 54'000 | 53'501 | 53'501 | 607'943 CHF | 610'621 CHF | 99.26% | 99.26% |
10.07.2024 | 0.47% | 11.00 CHF | 11.05 CHF | 56'000 | 56'000 | 56'374 | 56'374 | 605'241 CHF | 608'062 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 10.65 CHF | 10.70 CHF | 56'000 | 56'000 | 55'513 | 55'513 | 600'519 CHF | 603'297 CHF | 100.00% | 100.00% |
08.07.2024 | 0.47% | 10.65 CHF | 10.70 CHF | 57'000 | 57'000 | 56'464 | 56'464 | 602'949 CHF | 605'775 CHF | 100.00% | 100.00% |
05.07.2024 | 0.47% | 10.50 CHF | 10.55 CHF | 56'000 | 56'000 | 55'472 | 55'472 | 596'471 CHF | 599'248 CHF | 99.76% | 99.76% |
04.07.2024 | 0.47% | 10.80 CHF | 10.85 CHF | 57'000 | 57'000 | 56'465 | 56'465 | 603'716 CHF | 606'542 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 10.60 CHF | 10.65 CHF | 57'000 | 57'000 | 56'465 | 56'465 | 597'994 CHF | 600'820 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 10.50 CHF | 10.55 CHF | 56'000 | 56'000 | 56'456 | 56'456 | 582'032 CHF | 584'858 CHF | 99.82% | 99.82% |