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 | 0.83% | 11.55 CHF | 11.60 CHF | 4'290 | 4'290 | 2'867 | 2'867 | 33'135 CHF | 33'388 CHF | 99.98% | 99.98% |
12.07.2024 | 0.84% | 11.85 CHF | 11.90 CHF | 4'210 | 4'210 | 2'882 | 2'882 | 33'023 CHF | 33'279 CHF | 99.97% | 99.97% |
11.07.2024 | 0.82% | 11.50 CHF | 11.55 CHF | 4'300 | 4'300 | 2'850 | 2'850 | 33'096 CHF | 33'348 CHF | 99.92% | 99.92% |
10.07.2024 | 0.86% | 11.60 CHF | 11.65 CHF | 4'270 | 4'270 | 2'902 | 2'902 | 32'747 CHF | 33'005 CHF | 99.89% | 99.89% |
09.07.2024 | 0.86% | 11.05 CHF | 11.10 CHF | 4'400 | 4'400 | 2'912 | 2'912 | 32'584 CHF | 32'842 CHF | 99.55% | 99.55% |
08.07.2024 | 0.89% | 10.85 CHF | 10.90 CHF | 4'470 | 4'470 | 2'993 | 2'993 | 32'260 CHF | 32'525 CHF | 99.74% | 99.74% |
05.07.2024 | 0.52% | 10.55 CHF | 10.60 CHF | 4'550 | 4'550 | 3'138 | 3'138 | 31'717 CHF | 31'878 CHF | 99.98% | 99.98% |
04.07.2024 | 0.64% | 9.87 CHF | 9.94 CHF | 952 | 952 | 938 | 938 | 9'329 CHF | 9'388 CHF | 99.13% | 99.13% |
03.07.2024 | 0.65% | 9.96 CHF | 9.98 CHF | 4'740 | 4'740 | 3'166 | 3'166 | 31'523 CHF | 31'708 CHF | 99.64% | 99.64% |
02.07.2024 | 0.50% | 9.51 CHF | 9.53 CHF | 4'870 | 4'870 | 3'277 | 3'277 | 30'678 CHF | 30'817 CHF | 99.26% | 99.26% |