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 | 0.56% | 21.42 CHF | 21.54 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 214'422 CHF | 215'622 CHF | 100.00% | 100.00% |
12.07.2024 | 0.57% | 22.53 CHF | 22.66 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 228'025 CHF | 229'325 CHF | 100.00% | 100.00% |
11.07.2024 | 0.55% | 22.04 CHF | 22.16 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 216'678 CHF | 217'878 CHF | 100.00% | 100.00% |
10.07.2024 | 0.57% | 21.67 CHF | 21.79 CHF | 10'000 | 10'000 | 9'981 | 9'981 | 208'046 CHF | 209'244 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 21.69 CHF | 21.82 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 213'890 CHF | 215'113 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 22.19 CHF | 22.32 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 219'172 CHF | 220'472 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 24.01 CHF | 24.15 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 236'013 CHF | 237'375 CHF | 100.00% | 100.00% |
04.07.2024 | 0.56% | 23.55 CHF | 23.69 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 230'250 CHF | 231'553 CHF | 100.00% | 100.00% |
03.07.2024 | 0.57% | 22.49 CHF | 22.62 CHF | 10'000 | 10'000 | 9'980 | 9'980 | 225'656 CHF | 226'953 CHF | 100.00% | 100.00% |
02.07.2024 | 0.55% | 23.06 CHF | 23.19 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 236'422 CHF | 237'722 CHF | 100.00% | 100.00% |