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 | 0.60% | 9.62 CHF | 9.68 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 201'473 CHF | 202'691 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 11.02 CHF | 11.08 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 207'827 CHF | 209'027 CHF | 100.00% | 100.00% |
11.07.2024 | 0.59% | 9.79 CHF | 9.84 CHF | 20'000 | 20'000 | 19'894 | 19'894 | 188'583 CHF | 189'681 CHF | 100.00% | 100.00% |
10.07.2024 | 0.57% | 9.03 CHF | 9.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 219'001 CHF | 220'251 CHF | 100.00% | 100.00% |
09.07.2024 | 0.65% | 8.14 CHF | 8.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 179'190 CHF | 180'361 CHF | 100.00% | 100.00% |
08.07.2024 | 0.65% | 10.01 CHF | 10.08 CHF | 20'000 | 20'000 | 19'989 | 19'989 | 214'156 CHF | 215'556 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 10.45 CHF | 10.52 CHF | 20'000 | 20'000 | 19'952 | 19'952 | 220'945 CHF | 222'344 CHF | 100.00% | 100.00% |
04.07.2024 | 0.65% | 10.89 CHF | 10.96 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 214'796 CHF | 216'196 CHF | 100.00% | 100.00% |
03.07.2024 | 0.59% | 10.15 CHF | 10.21 CHF | 20'000 | 20'000 | 19'952 | 19'952 | 199'933 CHF | 201'112 CHF | 100.00% | 100.00% |
02.07.2024 | 0.65% | 8.92 CHF | 8.98 CHF | 20'000 | 20'000 | 19'955 | 19'955 | 170'973 CHF | 172'082 CHF | 100.00% | 100.00% |