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 | 0.31% | 9.92 CHF | 9.95 CHF | 17'625 | 17'625 | 17'576 | 17'576 | 170'580 CHF | 171'108 CHF | 99.89% | 99.89% |
12.07.2024 | 0.31% | 9.86 CHF | 9.89 CHF | 17'651 | 17'651 | 17'539 | 17'539 | 170'920 CHF | 171'447 CHF | 99.95% | 99.95% |
11.07.2024 | 0.42% | 10.50 CHF | 10.55 CHF | 17'202 | 17'202 | 17'274 | 17'274 | 174'604 CHF | 175'339 CHF | 99.38% | 99.38% |
10.07.2024 | 0.37% | 9.93 CHF | 9.96 CHF | 17'517 | 17'517 | 17'306 | 17'306 | 172'566 CHF | 173'192 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 9.70 CHF | 9.73 CHF | 17'628 | 17'628 | 17'293 | 17'293 | 172'734 CHF | 173'482 CHF | 99.84% | 99.84% |
08.07.2024 | 0.40% | 10.00 CHF | 10.05 CHF | 17'471 | 17'471 | 17'302 | 17'302 | 172'988 CHF | 173'679 CHF | 100.00% | 100.00% |
05.07.2024 | 0.33% | 10.15 CHF | 10.20 CHF | 17'389 | 17'389 | 17'488 | 17'488 | 170'241 CHF | 170'797 CHF | 99.77% | 99.77% |
04.07.2024 | 0.32% | 9.51 CHF | 9.54 CHF | 17'784 | 17'784 | 17'617 | 17'617 | 167'127 CHF | 167'656 CHF | 100.00% | 100.00% |
03.07.2024 | 0.32% | 9.63 CHF | 9.66 CHF | 17'701 | 17'701 | 17'643 | 17'643 | 165'762 CHF | 166'291 CHF | 99.84% | 99.84% |
02.07.2024 | 0.35% | 8.93 CHF | 8.96 CHF | 18'080 | 18'080 | 18'067 | 18'067 | 156'398 CHF | 156'940 CHF | 99.45% | 99.45% |