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 | 0.24% | 9.74 CHF | 9.75 CHF | 17'000 | 17'000 | 16'376 | 16'376 | 162'887 CHF | 163'284 CHF | 99.81% | 99.81% |
12.07.2024 | 0.15% | 10.00 CHF | 10.05 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 162'434 CHF | 162'671 CHF | 100.00% | 100.00% |
11.07.2024 | 0.17% | 9.98 CHF | 9.99 CHF | 16'500 | 16'500 | 16'346 | 16'346 | 163'007 CHF | 163'282 CHF | 100.00% | 100.00% |
10.07.2024 | 0.10% | 9.90 CHF | 9.91 CHF | 16'500 | 16'500 | 16'346 | 16'346 | 161'032 CHF | 161'195 CHF | 99.95% | 99.95% |
09.07.2024 | 0.34% | 9.99 CHF | 10.00 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 163'496 CHF | 164'053 CHF | 100.00% | 100.00% |
08.07.2024 | 0.10% | 9.77 CHF | 9.78 CHF | 16'500 | 16'500 | 16'350 | 16'350 | 159'666 CHF | 159'830 CHF | 100.00% | 100.00% |
05.07.2024 | 0.10% | 9.62 CHF | 9.63 CHF | 17'000 | 17'000 | 16'518 | 16'518 | 160'606 CHF | 160'771 CHF | 99.77% | 99.77% |
04.07.2024 | 0.10% | 9.81 CHF | 9.82 CHF | 16'500 | 16'500 | 16'407 | 16'407 | 160'552 CHF | 160'716 CHF | 100.00% | 100.00% |
03.07.2024 | 0.10% | 9.81 CHF | 9.82 CHF | 16'500 | 16'500 | 16'474 | 16'474 | 160'393 CHF | 160'558 CHF | 99.78% | 99.78% |
02.07.2024 | 0.11% | 9.68 CHF | 9.69 CHF | 17'000 | 17'000 | 16'814 | 16'814 | 159'667 CHF | 159'835 CHF | 99.69% | 99.69% |