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 | 1.50% | 9.72 CHF | 9.75 CHF | 13'500 | 13'500 | 6'055 | 6'055 | 58'497 CHF | 59'125 CHF | 99.99% | 99.99% |
12.07.2024 | 1.54% | 9.69 CHF | 9.72 CHF | 13'800 | 13'800 | 6'222 | 6'222 | 59'244 CHF | 59'890 CHF | 99.99% | 99.99% |
11.07.2024 | 1.52% | 9.28 CHF | 9.31 CHF | 14'200 | 14'200 | 6'381 | 6'381 | 58'640 CHF | 59'282 CHF | 99.80% | 99.80% |
10.07.2024 | 1.52% | 9.07 CHF | 9.10 CHF | 14'200 | 14'200 | 6'388 | 6'388 | 58'099 CHF | 58'743 CHF | 100.00% | 100.00% |
09.07.2024 | 1.53% | 9.27 CHF | 9.30 CHF | 14'100 | 14'100 | 6'284 | 6'284 | 58'265 CHF | 58'905 CHF | 99.74% | 99.74% |
08.07.2024 | 1.51% | 9.39 CHF | 9.42 CHF | 13'300 | 13'300 | 5'962 | 5'962 | 57'142 CHF | 57'772 CHF | 99.99% | 99.99% |
05.07.2024 | 1.52% | 9.46 CHF | 9.49 CHF | 13'600 | 13'600 | 6'078 | 6'078 | 57'745 CHF | 58'377 CHF | 99.70% | 99.70% |
04.07.2024 | 1.77% | 9.65 CHF | 9.80 CHF | 5'400 | 5'400 | 4'381 | 4'381 | 42'097 CHF | 42'827 CHF | 100.00% | 100.00% |
03.07.2024 | 1.52% | 9.73 CHF | 9.76 CHF | 13'600 | 13'600 | 6'145 | 6'145 | 58'925 CHF | 59'563 CHF | 100.00% | 100.00% |
02.07.2024 | 1.52% | 9.49 CHF | 9.52 CHF | 13'600 | 13'600 | 6'073 | 6'073 | 57'845 CHF | 58'472 CHF | 99.98% | 99.98% |