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% | 8.94 CHF | 8.96 CHF | 36'000 | 36'000 | 36'042 | 36'042 | 322'444 CHF | 323'164 CHF | 100.00% | 100.00% |
12.07.2024 | 0.21% | 9.46 CHF | 9.48 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 327'430 CHF | 328'130 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 9.30 CHF | 9.32 CHF | 35'000 | 35'000 | 35'168 | 35'168 | 326'124 CHF | 326'828 CHF | 99.82% | 99.82% |
10.07.2024 | 0.22% | 9.07 CHF | 9.09 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 323'103 CHF | 323'823 CHF | 99.99% | 99.99% |
09.07.2024 | 0.22% | 8.94 CHF | 8.96 CHF | 36'000 | 36'000 | 35'957 | 35'957 | 325'292 CHF | 326'012 CHF | 99.73% | 99.73% |
08.07.2024 | 0.22% | 8.97 CHF | 8.99 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 325'806 CHF | 326'526 CHF | 99.98% | 99.98% |
05.07.2024 | 0.22% | 9.13 CHF | 9.15 CHF | 36'000 | 36'000 | 35'297 | 35'297 | 325'918 CHF | 326'624 CHF | 99.80% | 99.80% |
04.07.2024 | 0.22% | 9.20 CHF | 9.22 CHF | 36'000 | 36'000 | 35'659 | 35'659 | 329'008 CHF | 329'721 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 9.23 CHF | 9.25 CHF | 36'000 | 36'000 | 35'248 | 35'248 | 327'061 CHF | 327'766 CHF | 99.99% | 99.99% |
02.07.2024 | 0.22% | 9.25 CHF | 9.27 CHF | 35'000 | 35'000 | 35'283 | 35'283 | 326'664 CHF | 327'370 CHF | 99.99% | 99.99% |