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% | 9.59 CHF | 9.61 CHF | 35'800 | 35'800 | 35'680 | 35'680 | 341'540 CHF | 342'254 CHF | 99.99% | 99.99% |
12.07.2024 | 0.21% | 9.55 CHF | 9.57 CHF | 35'600 | 35'600 | 35'241 | 35'241 | 339'666 CHF | 340'371 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 9.50 CHF | 9.52 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 340'924 CHF | 341'624 CHF | 99.92% | 99.92% |
10.07.2024 | 0.20% | 9.99 CHF | 10.01 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 345'221 CHF | 345'921 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 9.86 CHF | 9.88 CHF | 35'000 | 35'000 | 35'262 | 35'262 | 347'114 CHF | 347'820 CHF | 100.00% | 100.00% |
08.07.2024 | 0.21% | 9.76 CHF | 9.78 CHF | 35'500 | 35'500 | 35'080 | 35'080 | 338'637 CHF | 339'339 CHF | 99.99% | 99.99% |
05.07.2024 | 0.20% | 9.83 CHF | 9.85 CHF | 34'800 | 34'800 | 34'740 | 34'740 | 342'409 CHF | 343'103 CHF | 100.00% | 100.00% |
04.07.2024 | 0.20% | 9.96 CHF | 9.98 CHF | 34'700 | 34'700 | 34'161 | 34'161 | 342'722 CHF | 343'405 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 10.04 CHF | 10.06 CHF | 33'800 | 33'800 | 33'680 | 33'680 | 344'248 CHF | 344'921 CHF | 100.00% | 100.00% |
02.07.2024 | 0.19% | 10.30 CHF | 10.32 CHF | 33'600 | 33'600 | 34'020 | 34'020 | 351'746 CHF | 352'426 CHF | 99.98% | 99.98% |