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 | 0.11% | 9.92 CHF | 9.93 CHF | 97'000 | 97'000 | 99'391 | 99'391 | 941'642 CHF | 942'635 CHF | 99.99% | 99.99% |
12.07.2024 | 0.11% | 9.43 CHF | 9.44 CHF | 99'700 | 99'700 | 99'172 | 99'172 | 917'857 CHF | 918'848 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 9.60 CHF | 9.61 CHF | 99'100 | 99'100 | 103'513 | 103'513 | 930'936 CHF | 931'971 CHF | 99.89% | 99.89% |
10.07.2024 | 0.12% | 8.72 CHF | 8.73 CHF | 104'100 | 104'100 | 107'184 | 107'184 | 931'382 CHF | 932'454 CHF | 99.99% | 99.99% |
09.07.2024 | 0.12% | 8.19 CHF | 8.20 CHF | 107'600 | 107'600 | 105'617 | 105'617 | 884'943 CHF | 886'000 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.63 CHF | 8.64 CHF | 105'500 | 105'500 | 104'865 | 104'865 | 907'723 CHF | 908'771 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.89 CHF | 8.90 CHF | 104'800 | 104'800 | 108'721 | 108'721 | 934'491 CHF | 935'578 CHF | 99.80% | 99.80% |
04.07.2024 | 0.12% | 8.41 CHF | 8.42 CHF | 109'200 | 109'200 | 108'495 | 108'495 | 909'478 CHF | 910'563 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.50 CHF | 8.51 CHF | 108'400 | 108'400 | 114'330 | 114'330 | 940'786 CHF | 941'929 CHF | 99.92% | 99.92% |
02.07.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 115'100 | 115'100 | 115'632 | 115'632 | 901'431 CHF | 902'588 CHF | 99.99% | 99.99% |