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 | 0.20% | 10.05 CHF | 10.07 CHF | 59'300 | 59'300 | 59'420 | 59'420 | 592'605 CHF | 593'794 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 9.96 CHF | 9.98 CHF | 59'600 | 59'600 | 59'600 | 59'600 | 591'890 CHF | 593'082 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 9.80 CHF | 9.82 CHF | 59'600 | 59'600 | 59'960 | 59'960 | 591'840 CHF | 592'678 CHF | 99.98% | 99.98% |
10.07.2024 | 0.10% | 9.87 CHF | 9.88 CHF | 60'300 | 60'300 | 60'420 | 60'420 | 591'120 CHF | 591'725 CHF | 100.00% | 100.00% |
09.07.2024 | 0.10% | 9.71 CHF | 9.72 CHF | 60'500 | 60'500 | 60'553 | 60'553 | 591'275 CHF | 591'881 CHF | 100.00% | 100.00% |
08.07.2024 | 0.10% | 9.77 CHF | 9.78 CHF | 60'700 | 60'700 | 60'399 | 60'399 | 587'379 CHF | 587'983 CHF | 100.00% | 100.00% |
05.07.2024 | 0.10% | 9.77 CHF | 9.78 CHF | 60'200 | 60'200 | 60'380 | 60'380 | 591'890 CHF | 592'494 CHF | 99.78% | 99.78% |
04.07.2024 | 0.10% | 9.82 CHF | 9.83 CHF | 60'500 | 60'500 | 60'500 | 60'500 | 592'657 CHF | 593'262 CHF | 100.00% | 100.00% |
03.07.2024 | 0.10% | 9.83 CHF | 9.84 CHF | 60'500 | 60'500 | 60'859 | 60'859 | 595'228 CHF | 595'836 CHF | 100.00% | 100.00% |
02.07.2024 | 0.10% | 9.69 CHF | 9.70 CHF | 61'100 | 61'100 | 61'220 | 61'220 | 590'291 CHF | 590'903 CHF | 99.99% | 99.99% |