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% | 8.68 CHF | 8.69 CHF | 17'000 | 17'000 | 16'376 | 16'376 | 145'721 CHF | 145'885 CHF | 99.81% | 99.81% |
12.07.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 16'500 | 16'500 | 16'346 | 16'346 | 145'249 CHF | 145'413 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 8.92 CHF | 8.93 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 145'788 CHF | 145'952 CHF | 99.95% | 99.95% |
10.07.2024 | 0.11% | 8.84 CHF | 8.85 CHF | 16'500 | 16'500 | 16'346 | 16'346 | 143'705 CHF | 143'869 CHF | 99.95% | 99.95% |
09.07.2024 | 0.11% | 8.94 CHF | 8.95 CHF | 16'500 | 16'500 | 16'344 | 16'344 | 146'499 CHF | 146'663 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.71 CHF | 8.72 CHF | 16'500 | 16'500 | 16'350 | 16'350 | 142'370 CHF | 142'534 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 17'000 | 17'000 | 16'519 | 16'519 | 143'149 CHF | 143'314 CHF | 100.00% | 100.00% |
04.07.2024 | 0.12% | 8.75 CHF | 8.76 CHF | 16'500 | 16'500 | 16'412 | 16'412 | 143'238 CHF | 143'402 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.75 CHF | 8.76 CHF | 16'500 | 16'500 | 16'468 | 16'468 | 142'907 CHF | 143'072 CHF | 99.78% | 99.78% |
02.07.2024 | 0.12% | 8.62 CHF | 8.63 CHF | 17'000 | 17'000 | 16'816 | 16'816 | 141'904 CHF | 142'072 CHF | 99.79% | 99.79% |