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 | 0.46% | 8.51 CHF | 8.55 CHF | 6'000 | 6'000 | 5'720 | 5'720 | 49'095 CHF | 49'324 CHF | 99.99% | 99.99% |
12.07.2024 | 0.44% | 9.23 CHF | 9.27 CHF | 5'800 | 5'800 | 5'649 | 5'649 | 51'714 CHF | 51'940 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 8.98 CHF | 9.02 CHF | 5'800 | 5'800 | 5'650 | 5'650 | 51'436 CHF | 51'662 CHF | 99.98% | 99.98% |
10.07.2024 | 0.45% | 9.11 CHF | 9.15 CHF | 5'900 | 5'900 | 5'806 | 5'806 | 51'668 CHF | 51'900 CHF | 100.00% | 100.00% |
09.07.2024 | 0.44% | 8.77 CHF | 8.81 CHF | 5'900 | 5'900 | 5'674 | 5'674 | 51'458 CHF | 51'684 CHF | 99.99% | 99.99% |
08.07.2024 | 0.44% | 9.10 CHF | 9.14 CHF | 5'600 | 5'600 | 5'454 | 5'454 | 50'041 CHF | 50'259 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 9.33 CHF | 9.37 CHF | 5'700 | 5'700 | 5'551 | 5'551 | 52'826 CHF | 53'048 CHF | 99.80% | 99.80% |
04.07.2024 | 0.43% | 9.24 CHF | 9.28 CHF | 5'800 | 5'800 | 5'648 | 5'648 | 52'007 CHF | 52'233 CHF | 99.49% | 99.49% |
03.07.2024 | 0.45% | 9.04 CHF | 9.08 CHF | 6'200 | 6'200 | 6'190 | 6'190 | 54'853 CHF | 55'101 CHF | 99.35% | 99.35% |
02.07.2024 | 0.39% | 8.12 CHF | 8.16 CHF | 6'600 | 6'600 | 6'521 | 6'521 | 50'674 CHF | 50'874 CHF | 99.98% | 99.98% |