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 | 0.47% | 11.05 CHF | 11.10 CHF | 7'400 | 7'400 | 7'268 | 7'268 | 78'196 CHF | 78'559 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 10.55 CHF | 10.60 CHF | 7'300 | 7'300 | 7'264 | 7'264 | 78'315 CHF | 78'679 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 10.90 CHF | 10.95 CHF | 7'300 | 7'300 | 7'319 | 7'319 | 80'347 CHF | 80'714 CHF | 99.79% | 99.79% |
10.07.2024 | 0.44% | 11.25 CHF | 11.30 CHF | 7'500 | 7'500 | 7'427 | 7'427 | 84'765 CHF | 85'137 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 11.45 CHF | 11.50 CHF | 7'500 | 7'500 | 7'361 | 7'361 | 82'781 CHF | 83'149 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 11.30 CHF | 11.35 CHF | 7'500 | 7'500 | 7'343 | 7'343 | 82'569 CHF | 82'937 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 11.30 CHF | 11.35 CHF | 7'400 | 7'400 | 7'338 | 7'338 | 81'423 CHF | 81'791 CHF | 100.00% | 100.00% |
04.07.2024 | 0.45% | 11.10 CHF | 11.15 CHF | 7'400 | 7'400 | 7'384 | 7'384 | 83'440 CHF | 83'809 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 11.55 CHF | 11.60 CHF | 7'500 | 7'500 | 7'432 | 7'432 | 85'142 CHF | 85'514 CHF | 99.87% | 99.87% |
02.07.2024 | 0.42% | 11.75 CHF | 11.80 CHF | 7'600 | 7'600 | 7'530 | 7'530 | 89'576 CHF | 89'952 CHF | 99.90% | 99.90% |