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 | 0.57% | 10.52 CHF | 10.58 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 157'070 CHF | 157'970 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 10.26 CHF | 10.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 154'849 CHF | 155'749 CHF | 100.00% | 100.00% |
11.07.2024 | 0.60% | 9.76 CHF | 9.82 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 149'019 CHF | 149'919 CHF | 71.56% | 71.56% |
10.07.2024 | 0.60% | 10.11 CHF | 10.17 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 150'527 CHF | 151'427 CHF | 99.38% | 99.38% |
09.07.2024 | 0.62% | 10.26 CHF | 10.32 CHF | 15'000 | 15'000 | 14'997 | 14'997 | 144'802 CHF | 145'702 CHF | 100.00% | 100.00% |
08.07.2024 | 0.62% | 9.49 CHF | 9.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 144'633 CHF | 145'533 CHF | 99.99% | 99.99% |
05.07.2024 | 0.64% | 9.32 CHF | 9.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 139'784 CHF | 140'684 CHF | 99.79% | 99.79% |
04.07.2024 | 0.63% | 9.49 CHF | 9.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 142'017 CHF | 142'917 CHF | 97.33% | 97.33% |
03.07.2024 | 0.65% | 9.03 CHF | 9.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 138'590 CHF | 139'490 CHF | 99.99% | 99.99% |
02.07.2024 | 0.60% | 9.63 CHF | 9.69 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 150'430 CHF | 151'330 CHF | 99.96% | 99.96% |