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 | 0.22% | 8.99 CHF | 9.01 CHF | 13'700 | 13'700 | 13'644 | 13'644 | 122'989 CHF | 123'262 CHF | 99.99% | 99.99% |
12.07.2024 | 0.22% | 9.19 CHF | 9.21 CHF | 14'200 | 14'200 | 14'141 | 14'141 | 126'994 CHF | 127'276 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 8.69 CHF | 8.71 CHF | 14'600 | 14'600 | 14'541 | 14'541 | 124'939 CHF | 125'230 CHF | 99.95% | 99.95% |
10.07.2024 | 0.24% | 8.43 CHF | 8.45 CHF | 15'100 | 15'100 | 15'730 | 15'730 | 130'080 CHF | 130'395 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 8.04 CHF | 8.06 CHF | 15'200 | 15'200 | 15'137 | 15'137 | 124'343 CHF | 124'645 CHF | 99.99% | 99.99% |
08.07.2024 | 0.24% | 8.50 CHF | 8.52 CHF | 15'500 | 15'500 | 15'413 | 15'413 | 130'097 CHF | 130'406 CHF | 99.99% | 99.99% |
05.07.2024 | 0.24% | 8.08 CHF | 8.10 CHF | 15'300 | 15'300 | 15'225 | 15'225 | 127'203 CHF | 127'508 CHF | 99.99% | 99.99% |
04.07.2024 | 0.24% | 8.36 CHF | 8.38 CHF | 15'700 | 15'700 | 15'635 | 15'635 | 130'056 CHF | 130'369 CHF | 100.00% | 100.00% |
03.07.2024 | 0.25% | 8.07 CHF | 8.09 CHF | 16'000 | 16'000 | 15'934 | 15'934 | 126'675 CHF | 126'994 CHF | 99.99% | 99.99% |
02.07.2024 | 0.26% | 7.85 CHF | 7.87 CHF | 15'000 | 15'000 | 14'938 | 14'938 | 115'574 CHF | 115'872 CHF | 99.97% | 99.97% |