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 | 0.47% | 10.50 CHF | 10.55 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 94'984 CHF | 95'431 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 10.65 CHF | 10.70 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 95'374 CHF | 95'820 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 10.80 CHF | 10.85 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 94'109 CHF | 94'556 CHF | 99.81% | 99.81% |
10.07.2024 | 0.48% | 10.25 CHF | 10.30 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 89'752 CHF | 90'177 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 10.00 CHF | 10.05 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 91'996 CHF | 92'443 CHF | 99.54% | 99.54% |
08.07.2024 | 0.36% | 9.86 CHF | 9.89 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 88'595 CHF | 88'911 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 9.93 CHF | 9.96 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 88'510 CHF | 88'819 CHF | 99.55% | 99.55% |
04.07.2024 | 0.31% | 9.86 CHF | 9.89 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 87'356 CHF | 87'623 CHF | 100.00% | 100.00% |
03.07.2024 | 0.31% | 9.67 CHF | 9.70 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 86'449 CHF | 86'717 CHF | 100.00% | 100.00% |
02.07.2024 | 0.34% | 9.04 CHF | 9.07 CHF | 9'000 | 9'000 | 9'730 | 9'730 | 85'983 CHF | 86'275 CHF | 99.62% | 99.63% |