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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.93% | 10.60 CHF | 10.65 CHF | 35'390 | 35'390 | 24'087 | 24'087 | 249'406 CHF | 251'541 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 10.55 CHF | 10.60 CHF | 35'430 | 35'430 | 22'863 | 22'863 | 249'769 CHF | 251'786 CHF | 98.34% | 98.34% |
10.07.2024 | 0.89% | 10.90 CHF | 10.95 CHF | 34'290 | 34'290 | 23'057 | 23'057 | 249'670 CHF | 251'712 CHF | 99.96% | 99.96% |
09.07.2024 | 0.90% | 10.70 CHF | 10.75 CHF | 34'780 | 34'780 | 23'579 | 23'579 | 249'678 CHF | 251'757 CHF | 97.78% | 97.78% |
08.07.2024 | 0.94% | 10.35 CHF | 10.40 CHF | 35'920 | 35'920 | 24'257 | 24'257 | 248'109 CHF | 250'261 CHF | 99.52% | 99.52% |
05.07.2024 | 0.93% | 10.25 CHF | 10.30 CHF | 36'210 | 36'210 | 24'025 | 24'025 | 248'279 CHF | 250'406 CHF | 99.70% | 99.70% |
04.07.2024 | 1.46% | 10.30 CHF | 10.45 CHF | 7'200 | 7'200 | 7'121 | 7'121 | 73'326 CHF | 74'395 CHF | 99.16% | 99.16% |
03.07.2024 | 0.22% | 10.15 CHF | 10.20 CHF | 36'550 | 36'550 | 25'087 | 25'087 | 248'224 CHF | 248'757 CHF | 99.57% | 99.57% |
02.07.2024 | 0.26% | 9.91 CHF | 9.92 CHF | 37'390 | 37'390 | 24'736 | 24'736 | 246'443 CHF | 247'026 CHF | 99.15% | 99.15% |
01.07.2024 | 0.41% | 10.00 CHF | 10.05 CHF | 36'980 | 36'980 | 25'012 | 25'012 | 247'406 CHF | 248'273 CHF | 98.45% | 98.45% |