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 | 0.21% | 9.69 CHF | 9.71 CHF | 17'625 | 17'625 | 17'576 | 17'576 | 166'530 CHF | 166'882 CHF | 99.84% | 99.84% |
12.07.2024 | 0.21% | 9.63 CHF | 9.65 CHF | 17'651 | 17'651 | 17'539 | 17'539 | 166'880 CHF | 167'231 CHF | 99.95% | 99.95% |
11.07.2024 | 0.30% | 10.25 CHF | 10.30 CHF | 17'202 | 17'202 | 17'272 | 17'272 | 170'673 CHF | 171'179 CHF | 99.91% | 99.91% |
10.07.2024 | 0.21% | 9.69 CHF | 9.71 CHF | 17'516 | 17'516 | 17'306 | 17'306 | 168'664 CHF | 169'010 CHF | 99.85% | 99.85% |
09.07.2024 | 0.21% | 9.47 CHF | 9.49 CHF | 17'628 | 17'628 | 17'291 | 17'291 | 168'877 CHF | 169'223 CHF | 99.76% | 99.76% |
08.07.2024 | 0.21% | 9.78 CHF | 9.80 CHF | 17'464 | 17'464 | 17'302 | 17'302 | 169'134 CHF | 169'481 CHF | 99.97% | 99.97% |
05.07.2024 | 0.21% | 9.92 CHF | 9.94 CHF | 17'377 | 17'377 | 17'487 | 17'487 | 166'218 CHF | 166'568 CHF | 99.70% | 99.70% |
04.07.2024 | 0.22% | 9.28 CHF | 9.30 CHF | 17'784 | 17'784 | 17'617 | 17'617 | 163'052 CHF | 163'404 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 9.40 CHF | 9.42 CHF | 17'701 | 17'701 | 17'643 | 17'643 | 161'674 CHF | 162'027 CHF | 99.95% | 99.95% |
02.07.2024 | 0.24% | 8.69 CHF | 8.71 CHF | 18'077 | 18'077 | 18'067 | 18'067 | 152'200 CHF | 152'562 CHF | 99.65% | 99.65% |