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% | 9.20 CHF | 9.21 CHF | 17'000 | 17'000 | 16'377 | 16'377 | 154'308 CHF | 154'472 CHF | 100.00% | 100.00% |
12.07.2024 | 0.11% | 9.50 CHF | 9.51 CHF | 16'500 | 16'500 | 16'346 | 16'346 | 153'779 CHF | 153'942 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 9.44 CHF | 9.45 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 154'317 CHF | 154'481 CHF | 99.85% | 99.85% |
10.07.2024 | 0.11% | 9.36 CHF | 9.37 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 152'261 CHF | 152'425 CHF | 99.95% | 99.95% |
09.07.2024 | 0.11% | 9.47 CHF | 9.48 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 155'030 CHF | 155'194 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 9.23 CHF | 9.24 CHF | 16'500 | 16'500 | 16'350 | 16'350 | 150'909 CHF | 151'073 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 9.09 CHF | 9.10 CHF | 17'000 | 17'000 | 16'518 | 16'518 | 151'749 CHF | 151'914 CHF | 100.00% | 100.00% |
04.07.2024 | 0.11% | 9.27 CHF | 9.28 CHF | 16'500 | 16'500 | 16'407 | 16'407 | 151'761 CHF | 151'925 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 9.27 CHF | 9.28 CHF | 16'500 | 16'500 | 16'469 | 16'469 | 151'508 CHF | 151'673 CHF | 99.73% | 99.73% |
02.07.2024 | 0.11% | 9.14 CHF | 9.15 CHF | 17'000 | 17'000 | 16'816 | 16'816 | 150'685 CHF | 150'854 CHF | 99.94% | 99.94% |