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 | 0.30% | 9.82 CHF | 9.84 CHF | 27'300 | 27'300 | 15'212 | 15'212 | 144'239 CHF | 144'636 CHF | 99.97% | 99.97% |
12.07.2024 | 0.30% | 9.49 CHF | 9.51 CHF | 27'500 | 27'500 | 15'141 | 15'141 | 143'452 CHF | 143'847 CHF | 99.99% | 99.99% |
11.07.2024 | 0.34% | 9.71 CHF | 9.73 CHF | 24'700 | 24'700 | 13'491 | 13'491 | 139'920 CHF | 140'353 CHF | 99.91% | 99.91% |
10.07.2024 | 0.35% | 10.42 CHF | 10.44 CHF | 25'100 | 25'100 | 13'883 | 13'883 | 144'340 CHF | 144'786 CHF | 99.99% | 99.99% |
09.07.2024 | 0.35% | 10.43 CHF | 10.45 CHF | 25'100 | 25'100 | 13'885 | 13'885 | 144'053 CHF | 144'499 CHF | 100.00% | 100.00% |
08.07.2024 | 0.35% | 10.30 CHF | 10.32 CHF | 24'500 | 24'500 | 13'643 | 13'643 | 140'365 CHF | 140'803 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 10.45 CHF | 10.47 CHF | 26'200 | 26'200 | 14'647 | 14'647 | 145'802 CHF | 146'190 CHF | 99.58% | 99.58% |
04.07.2024 | 0.32% | 9.71 CHF | 9.74 CHF | 13'300 | 13'300 | 11'923 | 11'923 | 115'149 CHF | 115'514 CHF | 99.90% | 99.90% |
03.07.2024 | 0.30% | 9.57 CHF | 9.59 CHF | 27'000 | 27'000 | 14'964 | 14'964 | 142'033 CHF | 142'423 CHF | 99.99% | 99.99% |
02.07.2024 | 0.31% | 9.22 CHF | 9.24 CHF | 28'300 | 28'300 | 15'655 | 15'655 | 141'280 CHF | 141'689 CHF | 99.98% | 99.98% |