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% | 8.87 CHF | 8.88 CHF | 66'300 | 66'300 | 66'120 | 66'120 | 590'910 CHF | 591'571 CHF | 100.00% | 100.00% |
12.07.2024 | 0.11% | 8.95 CHF | 8.96 CHF | 66'000 | 66'000 | 65'940 | 65'940 | 592'017 CHF | 592'676 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 9.10 CHF | 9.11 CHF | 65'900 | 65'900 | 65'241 | 65'241 | 589'781 CHF | 590'434 CHF | 99.99% | 99.99% |
10.07.2024 | 0.11% | 9.04 CHF | 9.05 CHF | 64'800 | 64'800 | 64'561 | 64'561 | 589'211 CHF | 589'857 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 9.19 CHF | 9.20 CHF | 64'400 | 64'400 | 64'149 | 64'149 | 586'679 CHF | 587'321 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 9.14 CHF | 9.15 CHF | 64'100 | 64'100 | 64'581 | 64'581 | 593'112 CHF | 593'758 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 9.14 CHF | 9.15 CHF | 64'900 | 64'900 | 64'600 | 64'600 | 588'810 CHF | 589'456 CHF | 99.78% | 99.78% |
04.07.2024 | 0.11% | 9.10 CHF | 9.11 CHF | 64'400 | 64'400 | 64'400 | 64'400 | 587'497 CHF | 588'141 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 9.09 CHF | 9.10 CHF | 64'400 | 64'400 | 63'802 | 63'802 | 583'013 CHF | 583'651 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 9.23 CHF | 9.24 CHF | 63'400 | 63'400 | 63'280 | 63'280 | 586'717 CHF | 587'350 CHF | 99.99% | 99.99% |