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 | 0.58% | 10.44 CHF | 10.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 155'897 CHF | 156'797 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 10.19 CHF | 10.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 153'685 CHF | 154'585 CHF | 100.00% | 100.00% |
11.07.2024 | 0.61% | 9.68 CHF | 9.74 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 147'847 CHF | 148'747 CHF | 71.56% | 71.56% |
10.07.2024 | 0.60% | 10.03 CHF | 10.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 149'353 CHF | 150'253 CHF | 99.38% | 99.38% |
09.07.2024 | 0.62% | 10.19 CHF | 10.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 143'659 CHF | 144'559 CHF | 99.99% | 99.99% |
08.07.2024 | 0.63% | 9.41 CHF | 9.47 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 143'460 CHF | 144'360 CHF | 99.99% | 99.99% |
05.07.2024 | 0.65% | 9.24 CHF | 9.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 138'612 CHF | 139'512 CHF | 99.78% | 99.78% |
04.07.2024 | 0.64% | 9.41 CHF | 9.47 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 140'841 CHF | 141'741 CHF | 97.33% | 97.33% |
03.07.2024 | 0.65% | 8.95 CHF | 9.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 137'410 CHF | 138'310 CHF | 100.00% | 100.00% |
02.07.2024 | 0.60% | 9.55 CHF | 9.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 149'249 CHF | 150'149 CHF | 99.96% | 99.96% |