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 | 1.08% | 9.61 CHF | 9.64 CHF | 13'700 | 13'700 | 6'182 | 6'182 | 58'970 CHF | 59'438 CHF | 99.37% | 99.37% |
12.07.2024 | 1.09% | 9.32 CHF | 9.35 CHF | 14'200 | 14'200 | 6'414 | 6'414 | 58'592 CHF | 59'059 CHF | 99.58% | 99.58% |
11.07.2024 | 1.12% | 8.65 CHF | 8.68 CHF | 14'800 | 14'800 | 6'610 | 6'610 | 57'507 CHF | 57'988 CHF | 99.67% | 99.67% |
10.07.2024 | 1.15% | 8.61 CHF | 8.64 CHF | 13'200 | 13'200 | 5'836 | 5'836 | 53'422 CHF | 53'883 CHF | 98.35% | 98.35% |
09.07.2024 | 1.09% | 9.95 CHF | 9.98 CHF | 12'700 | 12'700 | 5'718 | 5'718 | 57'791 CHF | 58'253 CHF | 99.90% | 99.90% |
08.07.2024 | 1.06% | 10.24 CHF | 10.27 CHF | 12'300 | 12'300 | 5'500 | 5'500 | 57'563 CHF | 58'008 CHF | 99.77% | 99.77% |
05.07.2024 | 1.07% | 10.42 CHF | 10.45 CHF | 12'400 | 12'400 | 5'565 | 5'565 | 57'525 CHF | 57'976 CHF | 99.24% | 99.24% |
04.07.2024 | 1.22% | 10.33 CHF | 10.43 CHF | 5'000 | 5'000 | 3'990 | 3'990 | 41'040 CHF | 41'522 CHF | 100.00% | 100.00% |
03.07.2024 | 1.10% | 10.43 CHF | 10.46 CHF | 12'800 | 12'800 | 5'724 | 5'724 | 58'544 CHF | 59'007 CHF | 99.70% | 99.70% |
02.07.2024 | 1.13% | 9.60 CHF | 9.63 CHF | 13'700 | 13'700 | 6'207 | 6'207 | 57'734 CHF | 58'206 CHF | 99.68% | 99.68% |