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 | 0.33% | 11.81 CHF | 11.85 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 87'170 CHF | 87'462 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 12.65 CHF | 12.69 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 86'850 CHF | 87'139 CHF | 100.00% | 100.00% |
11.07.2024 | 0.28% | 12.50 CHF | 12.54 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 87'552 CHF | 87'798 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 12.27 CHF | 12.30 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 85'080 CHF | 85'332 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 12.59 CHF | 12.63 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 101'079 CHF | 101'356 CHF | 100.00% | 100.00% |
08.07.2024 | 0.28% | 11.95 CHF | 11.98 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 95'397 CHF | 95'663 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 11.57 CHF | 11.61 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 94'810 CHF | 95'089 CHF | 100.00% | 100.00% |
04.07.2024 | 0.29% | 12.08 CHF | 12.11 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 96'173 CHF | 96'450 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 12.05 CHF | 12.09 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 95'042 CHF | 95'313 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 11.70 CHF | 11.74 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 89'795 CHF | 90'072 CHF | 99.81% | 99.81% |