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 | 0.10% | 9.64 CHF | 9.65 CHF | 76'100 | 76'100 | 75'920 | 75'920 | 736'511 CHF | 737'271 CHF | 99.98% | 99.98% |
12.07.2024 | 0.10% | 9.72 CHF | 9.73 CHF | 75'800 | 75'800 | 75'740 | 75'740 | 737'474 CHF | 738'231 CHF | 100.00% | 100.00% |
11.07.2024 | 0.10% | 9.84 CHF | 9.85 CHF | 75'700 | 75'700 | 75'101 | 75'101 | 735'281 CHF | 736'032 CHF | 99.98% | 99.98% |
10.07.2024 | 0.10% | 9.79 CHF | 9.80 CHF | 74'700 | 74'700 | 74'461 | 74'461 | 734'583 CHF | 735'328 CHF | 100.00% | 100.00% |
09.07.2024 | 0.10% | 9.92 CHF | 9.93 CHF | 74'300 | 74'300 | 74'038 | 74'038 | 731'607 CHF | 732'348 CHF | 100.00% | 100.00% |
08.07.2024 | 0.10% | 9.88 CHF | 9.89 CHF | 74'000 | 74'000 | 74'421 | 74'421 | 737'872 CHF | 738'616 CHF | 100.00% | 100.00% |
05.07.2024 | 0.10% | 9.88 CHF | 9.89 CHF | 74'800 | 74'800 | 74'440 | 74'440 | 733'615 CHF | 734'360 CHF | 99.78% | 99.78% |
04.07.2024 | 0.10% | 9.84 CHF | 9.85 CHF | 74'300 | 74'300 | 74'300 | 74'300 | 732'707 CHF | 733'450 CHF | 100.00% | 100.00% |
03.07.2024 | 0.10% | 9.83 CHF | 9.84 CHF | 74'300 | 74'300 | 73'702 | 73'702 | 727'803 CHF | 728'540 CHF | 100.00% | 100.00% |
02.07.2024 | 0.10% | 9.95 CHF | 9.96 CHF | 73'300 | 73'300 | 73'180 | 73'180 | 731'077 CHF | 731'809 CHF | 100.00% | 100.00% |