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 | 0.28% | 10.20 CHF | 10.25 CHF | 35'370 | 35'370 | 24'087 | 24'087 | 240'214 CHF | 240'925 CHF | 99.98% | 99.98% |
11.07.2024 | 0.90% | 10.10 CHF | 10.15 CHF | 35'550 | 35'550 | 22'941 | 22'941 | 241'136 CHF | 243'152 CHF | 98.90% | 98.90% |
10.07.2024 | 0.93% | 10.50 CHF | 10.55 CHF | 34'330 | 34'330 | 22'986 | 22'986 | 239'427 CHF | 241'471 CHF | 99.34% | 99.34% |
09.07.2024 | 0.94% | 10.30 CHF | 10.35 CHF | 34'780 | 34'780 | 23'575 | 23'575 | 239'986 CHF | 242'065 CHF | 97.83% | 97.83% |
08.07.2024 | 0.24% | 9.98 CHF | 9.99 CHF | 35'890 | 35'890 | 24'252 | 24'252 | 238'886 CHF | 239'466 CHF | 99.51% | 99.51% |
05.07.2024 | 0.30% | 9.87 CHF | 9.88 CHF | 36'220 | 36'220 | 23'992 | 23'992 | 238'766 CHF | 239'409 CHF | 99.44% | 99.44% |
04.07.2024 | 0.36% | 9.95 CHF | 9.98 CHF | 7'198 | 7'198 | 7'124 | 7'124 | 70'851 CHF | 71'107 CHF | 99.16% | 99.16% |
03.07.2024 | 0.20% | 9.78 CHF | 9.79 CHF | 36'570 | 36'570 | 25'088 | 25'088 | 237'940 CHF | 238'384 CHF | 99.57% | 99.57% |
02.07.2024 | 0.20% | 9.50 CHF | 9.51 CHF | 37'380 | 37'380 | 24'685 | 24'685 | 235'967 CHF | 236'407 CHF | 98.74% | 98.74% |
01.07.2024 | 0.20% | 9.60 CHF | 9.61 CHF | 36'980 | 36'980 | 24'993 | 24'993 | 237'201 CHF | 237'642 CHF | 98.36% | 98.36% |