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 | 0.23% | 8.70 CHF | 8.72 CHF | 36'000 | 36'000 | 36'042 | 36'042 | 313'685 CHF | 314'406 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 9.21 CHF | 9.23 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 318'861 CHF | 319'561 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 9.05 CHF | 9.07 CHF | 35'000 | 35'000 | 35'169 | 35'169 | 317'528 CHF | 318'232 CHF | 99.82% | 99.82% |
10.07.2024 | 0.23% | 8.82 CHF | 8.84 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 314'354 CHF | 315'074 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 8.69 CHF | 8.71 CHF | 36'000 | 36'000 | 35'957 | 35'957 | 316'536 CHF | 317'256 CHF | 99.76% | 99.76% |
08.07.2024 | 0.23% | 8.73 CHF | 8.75 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 316'987 CHF | 317'707 CHF | 99.99% | 99.99% |
05.07.2024 | 0.22% | 8.88 CHF | 8.90 CHF | 36'000 | 36'000 | 35'297 | 35'297 | 317'280 CHF | 317'986 CHF | 99.80% | 99.80% |
04.07.2024 | 0.22% | 8.96 CHF | 8.98 CHF | 36'000 | 36'000 | 35'659 | 35'659 | 320'299 CHF | 321'012 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 8.98 CHF | 9.00 CHF | 36'000 | 36'000 | 35'248 | 35'248 | 318'439 CHF | 319'144 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 9.00 CHF | 9.02 CHF | 35'000 | 35'000 | 35'284 | 35'284 | 318'049 CHF | 318'755 CHF | 100.00% | 100.00% |