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 | 0.40% | 9.64 CHF | 9.66 CHF | 22'800 | 22'800 | 12'722 | 12'722 | 117'490 CHF | 117'900 CHF | 99.86% | 99.86% |
12.07.2024 | 0.39% | 9.25 CHF | 9.27 CHF | 22'900 | 22'900 | 12'613 | 12'613 | 116'385 CHF | 116'790 CHF | 99.99% | 99.99% |
11.07.2024 | 0.42% | 9.53 CHF | 9.55 CHF | 19'900 | 19'900 | 10'865 | 10'865 | 112'595 CHF | 113'009 CHF | 99.90% | 99.90% |
10.07.2024 | 0.35% | 10.43 CHF | 10.45 CHF | 20'500 | 20'500 | 11'315 | 11'315 | 117'682 CHF | 118'045 CHF | 99.99% | 99.99% |
09.07.2024 | 0.35% | 10.43 CHF | 10.45 CHF | 20'500 | 20'500 | 11'316 | 11'316 | 117'282 CHF | 117'645 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 10.27 CHF | 10.29 CHF | 19'800 | 19'800 | 11'020 | 11'020 | 113'121 CHF | 113'541 CHF | 99.81% | 99.81% |
05.07.2024 | 0.37% | 10.46 CHF | 10.48 CHF | 21'600 | 21'600 | 12'077 | 12'077 | 118'923 CHF | 119'312 CHF | 99.33% | 99.33% |
04.07.2024 | 0.42% | 9.54 CHF | 9.58 CHF | 11'000 | 11'000 | 9'834 | 9'834 | 93'202 CHF | 93'596 CHF | 99.90% | 99.90% |
03.07.2024 | 0.39% | 9.35 CHF | 9.37 CHF | 22'400 | 22'400 | 12'433 | 12'433 | 115'063 CHF | 115'462 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 8.94 CHF | 8.96 CHF | 23'800 | 23'800 | 13'108 | 13'108 | 114'088 CHF | 114'509 CHF | 99.97% | 99.97% |