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 | 0.11% | 9.46 CHF | 9.47 CHF | 14'140 | 14'140 | 14'022 | 14'022 | 132'191 CHF | 132'332 CHF | 99.84% | 99.84% |
12.08.2024 | 0.11% | 9.29 CHF | 9.30 CHF | 14'250 | 14'250 | 14'115 | 14'115 | 131'049 CHF | 131'190 CHF | 99.77% | 99.77% |
09.08.2024 | 0.11% | 9.26 CHF | 9.27 CHF | 14'200 | 14'200 | 14'106 | 14'106 | 129'477 CHF | 129'618 CHF | 99.34% | 99.34% |
08.08.2024 | 0.11% | 9.12 CHF | 9.13 CHF | 14'260 | 14'260 | 14'158 | 14'158 | 126'372 CHF | 126'514 CHF | 98.92% | 98.92% |
07.08.2024 | 0.11% | 9.00 CHF | 9.01 CHF | 14'360 | 14'360 | 14'201 | 14'201 | 126'071 CHF | 126'213 CHF | 99.39% | 99.39% |
06.08.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 14'550 | 14'550 | 14'376 | 14'376 | 119'284 CHF | 119'428 CHF | 91.04% | 91.04% |
02.08.2024 | 0.19% | 9.65 CHF | 9.66 CHF | 13'910 | 13'910 | 13'696 | 13'696 | 135'965 CHF | 136'217 CHF | 97.16% | 97.16% |
31.07.2024 | 0.49% | 10.15 CHF | 10.20 CHF | 13'880 | 13'880 | 13'894 | 13'894 | 140'635 CHF | 141'327 CHF | 45.13% | 45.13% |
30.07.2024 | 0.34% | 10.15 CHF | 10.20 CHF | 13'930 | 13'930 | 13'894 | 13'894 | 139'486 CHF | 139'949 CHF | 100.00% | 100.00% |
29.07.2024 | 0.49% | 10.05 CHF | 10.10 CHF | 14'030 | 14'030 | 13'837 | 13'837 | 140'355 CHF | 141'038 CHF | 99.99% | 99.99% |