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 | 0.22% | 9.15 CHF | 9.17 CHF | 36'000 | 36'000 | 36'042 | 36'042 | 329'950 CHF | 330'671 CHF | 100.00% | 100.00% |
12.07.2024 | 0.21% | 9.67 CHF | 9.69 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 334'651 CHF | 335'351 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 9.50 CHF | 9.52 CHF | 35'000 | 35'000 | 35'169 | 35'169 | 333'389 CHF | 334'093 CHF | 99.81% | 99.81% |
10.07.2024 | 0.22% | 9.27 CHF | 9.29 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 330'554 CHF | 331'274 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 9.14 CHF | 9.16 CHF | 36'000 | 36'000 | 35'957 | 35'957 | 332'714 CHF | 333'434 CHF | 99.77% | 99.77% |
08.07.2024 | 0.22% | 9.18 CHF | 9.20 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 333'217 CHF | 333'937 CHF | 99.98% | 99.98% |
05.07.2024 | 0.21% | 9.33 CHF | 9.35 CHF | 36'000 | 36'000 | 35'297 | 35'297 | 333'163 CHF | 333'869 CHF | 99.79% | 99.79% |
04.07.2024 | 0.21% | 9.41 CHF | 9.43 CHF | 36'000 | 36'000 | 35'659 | 35'659 | 336'345 CHF | 337'058 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 9.43 CHF | 9.45 CHF | 36'000 | 36'000 | 35'248 | 35'248 | 334'327 CHF | 335'032 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 9.45 CHF | 9.47 CHF | 35'000 | 35'000 | 35'284 | 35'284 | 333'922 CHF | 334'627 CHF | 100.00% | 100.00% |