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 | 0.44% | 11.50 CHF | 11.55 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 114'619 CHF | 115'115 CHF | 100.00% | 100.00% |
12.07.2024 | 0.52% | 9.59 CHF | 9.64 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 96'378 CHF | 96'874 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 9.86 CHF | 9.91 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 97'947 CHF | 98'443 CHF | 99.77% | 99.77% |
10.07.2024 | 0.50% | 10.05 CHF | 10.10 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 100'410 CHF | 100'906 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 10.10 CHF | 10.15 CHF | 10'000 | 10'000 | 9'905 | 9'905 | 98'772 CHF | 99'268 CHF | 99.54% | 99.54% |
08.07.2024 | 0.51% | 9.93 CHF | 9.98 CHF | 10'000 | 10'000 | 9'905 | 9'905 | 97'685 CHF | 98'181 CHF | 99.83% | 99.83% |
05.07.2024 | 0.52% | 9.90 CHF | 9.95 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 95'139 CHF | 95'635 CHF | 99.93% | 99.93% |
04.07.2024 | 0.51% | 9.74 CHF | 9.79 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 97'008 CHF | 97'504 CHF | 100.00% | 100.00% |
03.07.2024 | 0.51% | 9.86 CHF | 9.91 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 98'431 CHF | 98'927 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 10.05 CHF | 10.10 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 100'956 CHF | 101'452 CHF | 100.00% | 100.00% |