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% | 9.37 CHF | 9.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 139'260 CHF | 139'410 CHF | 99.39% | 99.39% |
12.07.2024 | 0.11% | 9.10 CHF | 9.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 135'578 CHF | 135'728 CHF | 99.05% | 99.05% |
11.07.2024 | 0.11% | 8.74 CHF | 8.75 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 135'093 CHF | 135'243 CHF | 85.73% | 85.73% |
10.07.2024 | 0.11% | 9.48 CHF | 9.49 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 139'104 CHF | 139'254 CHF | 95.49% | 95.49% |
09.07.2024 | 0.11% | 9.10 CHF | 9.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 137'267 CHF | 137'417 CHF | 99.06% | 99.06% |
08.07.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 134'624 CHF | 134'774 CHF | 87.67% | 87.67% |
05.07.2024 | 0.11% | 8.74 CHF | 8.75 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 131'592 CHF | 131'742 CHF | 99.37% | 99.37% |
04.07.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 122'159 CHF | 122'309 CHF | 92.14% | 92.14% |
03.07.2024 | 0.15% | 6.87 CHF | 6.88 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 102'594 CHF | 102'744 CHF | 98.64% | 98.64% |
02.07.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 94'922 CHF | 95'072 CHF | 99.03% | 99.03% |