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 | 0.53% | 11.27 CHF | 11.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 168'232 CHF | 169'132 CHF | 100.00% | 100.00% |
12.07.2024 | 0.54% | 11.01 CHF | 11.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 166'033 CHF | 166'933 CHF | 100.00% | 100.00% |
11.07.2024 | 0.56% | 10.50 CHF | 10.56 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 160'203 CHF | 161'103 CHF | 71.55% | 71.55% |
10.07.2024 | 0.55% | 10.86 CHF | 10.92 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 161'735 CHF | 162'635 CHF | 99.38% | 99.38% |
09.07.2024 | 0.58% | 11.01 CHF | 11.07 CHF | 15'000 | 15'000 | 14'997 | 14'997 | 156'010 CHF | 156'910 CHF | 100.00% | 100.00% |
08.07.2024 | 0.58% | 10.23 CHF | 10.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 155'818 CHF | 156'718 CHF | 99.99% | 99.99% |
05.07.2024 | 0.59% | 10.07 CHF | 10.13 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 151'002 CHF | 151'902 CHF | 99.80% | 99.80% |
04.07.2024 | 0.59% | 10.24 CHF | 10.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 153'257 CHF | 154'157 CHF | 97.33% | 97.33% |
03.07.2024 | 0.60% | 9.78 CHF | 9.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 149'855 CHF | 150'755 CHF | 99.99% | 99.99% |
02.07.2024 | 0.56% | 10.38 CHF | 10.44 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 161'708 CHF | 162'608 CHF | 99.95% | 99.95% |