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 | 0.65% | 9.39 CHF | 9.45 CHF | 23'500 | 23'500 | 23'500 | 23'500 | 216'846 CHF | 218'256 CHF | 99.09% | 99.09% |
12.07.2024 | 0.53% | 9.67 CHF | 9.72 CHF | 24'500 | 24'500 | 24'500 | 24'500 | 231'030 CHF | 232'255 CHF | 100.00% | 100.00% |
11.07.2024 | 0.54% | 9.20 CHF | 9.25 CHF | 24'600 | 24'600 | 24'600 | 24'600 | 228'500 CHF | 229'730 CHF | 99.99% | 99.99% |
10.07.2024 | 0.57% | 9.01 CHF | 9.06 CHF | 26'500 | 26'500 | 26'500 | 26'500 | 232'049 CHF | 233'374 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 8.12 CHF | 8.17 CHF | 24'400 | 24'400 | 24'400 | 24'400 | 206'415 CHF | 207'635 CHF | 100.00% | 100.00% |
08.07.2024 | 0.62% | 9.25 CHF | 9.31 CHF | 24'200 | 24'200 | 24'200 | 24'200 | 234'809 CHF | 236'261 CHF | 99.99% | 99.99% |
05.07.2024 | 0.64% | 9.11 CHF | 9.17 CHF | 23'100 | 23'100 | 23'100 | 23'100 | 216'796 CHF | 218'182 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 9.82 CHF | 9.87 CHF | 25'200 | 25'200 | 25'200 | 25'200 | 244'769 CHF | 246'029 CHF | 100.00% | 100.00% |
03.07.2024 | 0.56% | 8.91 CHF | 8.96 CHF | 28'100 | 28'100 | 28'100 | 28'100 | 248'326 CHF | 249'731 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 7.81 CHF | 7.86 CHF | 25'700 | 25'700 | 25'700 | 25'700 | 199'265 CHF | 200'550 CHF | 99.98% | 99.98% |