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 | 0.77% | 12.90 CHF | 13.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 129'001 CHF | 130'000 CHF | 88.37% | 88.37% |
12.07.2024 | 0.77% | 12.90 CHF | 13.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 129'000 CHF | 129'995 CHF | 98.67% | 98.67% |
11.07.2024 | 0.77% | 12.90 CHF | 13.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 129'000 CHF | 130'000 CHF | 99.07% | 99.07% |
10.07.2024 | 0.77% | 12.90 CHF | 13.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 129'000 CHF | 129'995 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 12.90 CHF | 13.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 129'000 CHF | 129'958 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 12.90 CHF | 13.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 129'000 CHF | 130'000 CHF | 94.89% | 94.89% |
05.07.2024 | 0.69% | 12.90 CHF | 13.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 129'101 CHF | 130'000 CHF | 71.19% | 71.19% |
04.07.2024 | 1.21% | 12.90 CHF | 13.00 CHF | 10'000 | 10'000 | 5'372 | 5'372 | 69'123 CHF | 69'945 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 12.88 CHF | 13.04 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 64'390 CHF | 65'200 CHF | 91.49% | 91.49% |
02.07.2024 | 1.25% | 12.86 CHF | 13.02 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 64'288 CHF | 65'100 CHF | 100.00% | 100.00% |