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 | 0.11% | 8.94 CHF | 8.95 CHF | 15'720 | 15'720 | 15'557 | 15'557 | 139'258 CHF | 139'414 CHF | 99.98% | 99.98% |
12.07.2024 | 0.11% | 9.25 CHF | 9.26 CHF | 15'880 | 15'880 | 15'797 | 15'797 | 147'977 CHF | 148'135 CHF | 100.00% | 100.00% |
11.07.2024 | 0.10% | 9.60 CHF | 9.61 CHF | 16'050 | 16'050 | 15'935 | 15'935 | 153'316 CHF | 153'475 CHF | 99.55% | 99.55% |
10.07.2024 | 0.44% | 9.83 CHF | 9.84 CHF | 16'220 | 16'220 | 16'216 | 16'216 | 163'735 CHF | 164'454 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 10.30 CHF | 10.35 CHF | 16'500 | 16'500 | 16'304 | 16'304 | 166'807 CHF | 167'623 CHF | 99.50% | 99.50% |
08.07.2024 | 0.48% | 10.45 CHF | 10.50 CHF | 16'590 | 16'590 | 16'411 | 16'411 | 170'975 CHF | 171'796 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 10.45 CHF | 10.50 CHF | 16'590 | 16'590 | 16'328 | 16'328 | 167'381 CHF | 168'198 CHF | 99.92% | 99.92% |
04.07.2024 | 0.48% | 10.45 CHF | 10.50 CHF | 16'620 | 16'620 | 16'537 | 16'537 | 174'906 CHF | 175'734 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 10.15 CHF | 10.20 CHF | 16'430 | 16'430 | 16'197 | 16'197 | 163'188 CHF | 163'946 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 9.93 CHF | 9.94 CHF | 16'210 | 16'210 | 16'099 | 16'099 | 161'042 CHF | 161'556 CHF | 99.15% | 99.15% |