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 | 0.54% | 11.18 CHF | 11.24 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 166'978 CHF | 167'878 CHF | 100.00% | 100.00% |
12.07.2024 | 0.54% | 10.92 CHF | 10.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 164'771 CHF | 165'671 CHF | 100.00% | 100.00% |
11.07.2024 | 0.56% | 10.42 CHF | 10.48 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 158'939 CHF | 159'839 CHF | 71.56% | 71.56% |
10.07.2024 | 0.56% | 10.77 CHF | 10.83 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 160'476 CHF | 161'376 CHF | 99.37% | 99.37% |
09.07.2024 | 0.58% | 10.93 CHF | 10.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 154'785 CHF | 155'685 CHF | 99.99% | 99.99% |
08.07.2024 | 0.58% | 10.15 CHF | 10.21 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 154'556 CHF | 155'456 CHF | 99.99% | 99.99% |
05.07.2024 | 0.60% | 9.99 CHF | 10.05 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 149'745 CHF | 150'645 CHF | 99.78% | 99.78% |
04.07.2024 | 0.59% | 10.15 CHF | 10.21 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 151'995 CHF | 152'895 CHF | 97.33% | 97.33% |
03.07.2024 | 0.60% | 9.70 CHF | 9.76 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 148'590 CHF | 149'490 CHF | 99.99% | 99.99% |
02.07.2024 | 0.56% | 10.29 CHF | 10.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 160'441 CHF | 161'341 CHF | 99.95% | 99.95% |