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 | 0.14% | 10.83 CHF | 10.84 CHF | 61'000 | 61'000 | 27'128 | 27'128 | 293'331 CHF | 293'688 CHF | 99.74% | 99.74% |
12.07.2024 | 0.15% | 11.10 CHF | 11.11 CHF | 60'000 | 60'000 | 27'034 | 27'034 | 291'293 CHF | 291'649 CHF | 99.88% | 99.88% |
11.07.2024 | 0.14% | 10.75 CHF | 10.76 CHF | 61'000 | 61'000 | 26'790 | 26'790 | 291'071 CHF | 291'425 CHF | 99.67% | 99.67% |
10.07.2024 | 0.15% | 10.83 CHF | 10.84 CHF | 61'000 | 61'000 | 27'124 | 27'124 | 288'754 CHF | 289'112 CHF | 99.77% | 99.77% |
09.07.2024 | 0.15% | 10.32 CHF | 10.33 CHF | 63'000 | 63'000 | 27'630 | 27'630 | 288'074 CHF | 288'437 CHF | 99.49% | 99.49% |
08.07.2024 | 0.16% | 10.08 CHF | 10.09 CHF | 64'000 | 64'000 | 28'022 | 28'022 | 282'246 CHF | 282'614 CHF | 99.70% | 99.70% |
05.07.2024 | 0.17% | 9.81 CHF | 9.82 CHF | 65'000 | 65'000 | 29'190 | 29'190 | 275'461 CHF | 275'844 CHF | 99.36% | 99.36% |
04.07.2024 | 0.17% | 9.13 CHF | 9.14 CHF | 24'000 | 24'000 | 20'318 | 20'318 | 187'078 CHF | 187'371 CHF | 97.60% | 97.60% |
03.07.2024 | 0.17% | 9.19 CHF | 9.20 CHF | 68'000 | 68'000 | 29'131 | 29'131 | 267'732 CHF | 268'116 CHF | 97.46% | 97.46% |
02.07.2024 | 0.18% | 8.74 CHF | 8.75 CHF | 70'000 | 70'000 | 30'610 | 30'610 | 264'146 CHF | 264'548 CHF | 99.98% | 99.98% |