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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.08.2024 | 0.98% | 10.77 CHF | 10.87 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 53'959 CHF | 54'493 CHF | 100.00% | 100.00% |
12.08.2024 | 1.00% | 10.84 CHF | 10.94 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 54'430 CHF | 54'976 CHF | 100.00% | 100.00% |
09.08.2024 | 0.99% | 10.84 CHF | 10.94 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 54'372 CHF | 54'913 CHF | 100.00% | 100.00% |
08.08.2024 | 0.99% | 10.86 CHF | 10.97 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 53'091 CHF | 53'621 CHF | 100.00% | 100.00% |
07.08.2024 | 1.00% | 10.91 CHF | 11.02 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 54'097 CHF | 54'638 CHF | 100.00% | 100.00% |
06.08.2024 | 1.00% | 10.67 CHF | 10.77 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 53'142 CHF | 53'673 CHF | 100.00% | 100.00% |
02.08.2024 | 1.04% | 10.76 CHF | 10.86 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 55'393 CHF | 55'971 CHF | 99.13% | 99.13% |
30.07.2024 | 1.02% | 11.51 CHF | 11.63 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 57'348 CHF | 57'936 CHF | 100.00% | 100.00% |
29.07.2024 | 1.03% | 11.39 CHF | 11.51 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 57'127 CHF | 57'720 CHF | 100.00% | 100.00% |
25.07.2024 | 1.05% | 11.16 CHF | 11.28 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 55'287 CHF | 55'869 CHF | 100.00% | 100.00% |