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 | 0.64% | 9.13 CHF | 9.19 CHF | 4'000 | 4'000 | 3'963 | 3'963 | 37'557 CHF | 37'795 CHF | 99.97% | 99.97% |
12.07.2024 | 0.63% | 9.44 CHF | 9.50 CHF | 4'000 | 4'000 | 3'962 | 3'962 | 38'024 CHF | 38'262 CHF | 99.99% | 99.99% |
11.07.2024 | 0.54% | 9.85 CHF | 9.90 CHF | 4'000 | 4'000 | 3'963 | 3'963 | 36'899 CHF | 37'097 CHF | 99.80% | 99.80% |
10.07.2024 | 0.60% | 8.67 CHF | 8.72 CHF | 4'000 | 4'000 | 3'977 | 3'977 | 33'141 CHF | 33'340 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 8.22 CHF | 8.27 CHF | 5'000 | 5'000 | 4'600 | 4'600 | 40'435 CHF | 40'666 CHF | 99.48% | 99.48% |
08.07.2024 | 0.62% | 7.91 CHF | 7.96 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 39'993 CHF | 40'241 CHF | 99.92% | 99.92% |
05.07.2024 | 0.63% | 8.05 CHF | 8.10 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 39'907 CHF | 40'155 CHF | 99.65% | 99.65% |
04.07.2024 | 0.52% | 7.93 CHF | 7.97 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 38'741 CHF | 38'939 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 7.56 CHF | 7.60 CHF | 6'000 | 6'000 | 5'360 | 5'360 | 40'703 CHF | 40'918 CHF | 100.00% | 100.00% |
02.07.2024 | 0.65% | 6.55 CHF | 6.59 CHF | 6'000 | 6'000 | 5'940 | 5'940 | 36'901 CHF | 37'139 CHF | 99.51% | 99.51% |