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 | 1.38% | 10.27 CHF | 10.34 CHF | 10'000 | 10'000 | 10'000 | 5'807 | 103'524 CHF | 60'774 CHF | 99.33% | 99.33% |
12.07.2024 | 1.41% | 9.98 CHF | 10.05 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 98'356 CHF | 57'996 CHF | 99.64% | 99.64% |
11.07.2024 | 1.42% | 9.47 CHF | 9.55 CHF | 10'000 | 10'000 | 10'000 | 5'859 | 97'386 CHF | 57'530 CHF | 93.16% | 93.16% |
10.07.2024 | 1.45% | 9.55 CHF | 9.62 CHF | 10'000 | 10'000 | 10'000 | 6'002 | 96'787 CHF | 58'547 CHF | 80.04% | 80.04% |
09.07.2024 | 1.40% | 9.99 CHF | 10.07 CHF | 10'000 | 7'500 | 10'000 | 5'271 | 103'058 CHF | 54'934 CHF | 99.62% | 99.62% |
08.07.2024 | 1.39% | 10.68 CHF | 10.76 CHF | 10'000 | 7'500 | 10'000 | 5'271 | 109'129 CHF | 58'263 CHF | 99.63% | 99.63% |
05.07.2024 | 1.38% | 10.97 CHF | 11.05 CHF | 10'000 | 7'500 | 10'000 | 5'279 | 108'465 CHF | 58'003 CHF | 98.32% | 98.32% |
04.07.2024 | 1.37% | 10.90 CHF | 10.98 CHF | 10'000 | 7'500 | 10'000 | 5'340 | 108'158 CHF | 58'523 CHF | 88.23% | 88.23% |
03.07.2024 | 1.38% | 10.84 CHF | 10.92 CHF | 10'000 | 7'500 | 10'000 | 5'276 | 107'429 CHF | 57'467 CHF | 99.64% | 99.64% |
02.07.2024 | 1.43% | 10.25 CHF | 10.32 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 99'172 CHF | 58'562 CHF | 99.60% | 99.60% |