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 | 0.85% | 11.35 CHF | 11.40 CHF | 4'290 | 4'290 | 2'864 | 2'864 | 32'429 CHF | 32'682 CHF | 99.77% | 99.77% |
12.07.2024 | 0.86% | 11.60 CHF | 11.65 CHF | 4'210 | 4'210 | 2'883 | 2'883 | 32'356 CHF | 32'612 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 11.25 CHF | 11.30 CHF | 4'300 | 4'300 | 2'852 | 2'852 | 32'449 CHF | 32'701 CHF | 99.59% | 99.59% |
10.07.2024 | 0.88% | 11.35 CHF | 11.40 CHF | 4'270 | 4'270 | 2'903 | 2'903 | 32'070 CHF | 32'328 CHF | 99.96% | 99.96% |
09.07.2024 | 0.87% | 10.85 CHF | 10.90 CHF | 4'400 | 4'400 | 2'912 | 2'912 | 31'899 CHF | 32'157 CHF | 99.66% | 99.66% |
08.07.2024 | 0.91% | 10.60 CHF | 10.65 CHF | 4'470 | 4'470 | 2'996 | 2'996 | 31'573 CHF | 31'838 CHF | 99.91% | 99.91% |
05.07.2024 | 0.53% | 10.30 CHF | 10.35 CHF | 4'550 | 4'550 | 3'134 | 3'134 | 30'956 CHF | 31'114 CHF | 99.71% | 99.71% |
04.07.2024 | 0.72% | 9.64 CHF | 9.71 CHF | 952 | 952 | 938 | 938 | 9'114 CHF | 9'179 CHF | 99.13% | 99.13% |
03.07.2024 | 0.48% | 9.72 CHF | 9.74 CHF | 4'740 | 4'740 | 3'164 | 3'164 | 30'785 CHF | 30'919 CHF | 99.49% | 99.49% |
02.07.2024 | 0.51% | 9.27 CHF | 9.29 CHF | 4'870 | 4'870 | 3'274 | 3'274 | 29'871 CHF | 30'010 CHF | 99.06% | 99.06% |