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 | 0.21% | 10.98 CHF | 11.01 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 110'399 CHF | 110'637 CHF | 99.56% | 99.56% |
12.07.2024 | 0.21% | 11.12 CHF | 11.15 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 99'923 CHF | 100'136 CHF | 99.52% | 99.52% |
11.07.2024 | 0.22% | 11.18 CHF | 11.20 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 100'881 CHF | 101'099 CHF | 99.57% | 99.57% |
10.07.2024 | 0.21% | 11.47 CHF | 11.49 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 101'608 CHF | 101'824 CHF | 99.47% | 99.52% |
09.07.2024 | 0.22% | 11.21 CHF | 11.23 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 101'349 CHF | 101'568 CHF | 99.57% | 99.57% |
08.07.2024 | 0.21% | 11.74 CHF | 11.77 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 108'360 CHF | 108'590 CHF | 99.49% | 99.53% |
05.07.2024 | 0.21% | 12.18 CHF | 12.20 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 100'293 CHF | 100'506 CHF | 99.57% | 99.57% |
04.07.2024 | 0.20% | 12.78 CHF | 12.80 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 114'775 CHF | 115'008 CHF | 99.52% | 99.52% |
03.07.2024 | 0.19% | 12.59 CHF | 12.61 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 123'779 CHF | 124'016 CHF | 99.01% | 99.03% |
02.07.2024 | 0.22% | 11.11 CHF | 11.13 CHF | 9'000 | 9'000 | 9'596 | 9'596 | 106'973 CHF | 107'208 CHF | 99.56% | 99.56% |