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 | 0.12% | 8.02 CHF | 8.03 CHF | 9'200 | 9'200 | 9'143 | 9'143 | 76'290 CHF | 76'381 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.68 CHF | 8.69 CHF | 9'300 | 9'300 | 9'335 | 9'335 | 78'437 CHF | 78'530 CHF | 100.00% | 100.00% |
11.07.2024 | 0.13% | 8.33 CHF | 8.34 CHF | 10'100 | 10'100 | 10'135 | 10'135 | 80'109 CHF | 80'211 CHF | 99.86% | 99.86% |
10.07.2024 | 0.14% | 7.42 CHF | 7.43 CHF | 10'500 | 10'500 | 10'457 | 10'457 | 76'466 CHF | 76'570 CHF | 99.99% | 99.99% |
09.07.2024 | 0.13% | 7.66 CHF | 7.67 CHF | 10'200 | 10'200 | 9'845 | 9'845 | 76'813 CHF | 76'911 CHF | 99.74% | 99.74% |
08.07.2024 | 0.12% | 7.95 CHF | 7.96 CHF | 9'400 | 9'400 | 9'356 | 9'356 | 76'249 CHF | 76'342 CHF | 99.26% | 99.26% |
05.07.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 9'400 | 9'400 | 9'361 | 9'361 | 79'096 CHF | 79'190 CHF | 100.00% | 100.00% |
04.07.2024 | 0.12% | 8.38 CHF | 8.39 CHF | 9'700 | 9'700 | 9'660 | 9'660 | 78'766 CHF | 78'863 CHF | 99.55% | 99.55% |
03.07.2024 | 0.13% | 7.94 CHF | 7.95 CHF | 9'900 | 9'900 | 9'945 | 9'945 | 78'716 CHF | 78'816 CHF | 100.00% | 100.00% |
02.07.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 10'000 | 10'000 | 9'926 | 9'926 | 76'853 CHF | 76'953 CHF | 99.99% | 99.99% |