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 | 0.52% | 9.73 CHF | 9.74 CHF | 4'290 | 4'290 | 2'854 | 2'854 | 27'765 CHF | 27'895 CHF | 99.05% | 99.05% |
12.07.2024 | 0.54% | 10.00 CHF | 10.05 CHF | 4'220 | 4'220 | 2'883 | 2'883 | 27'756 CHF | 27'890 CHF | 99.98% | 99.98% |
11.07.2024 | 0.52% | 9.64 CHF | 9.65 CHF | 4'300 | 4'300 | 2'846 | 2'846 | 27'840 CHF | 27'970 CHF | 99.66% | 99.66% |
10.07.2024 | 0.57% | 9.73 CHF | 9.74 CHF | 4'270 | 4'270 | 2'902 | 2'902 | 27'412 CHF | 27'554 CHF | 99.88% | 99.88% |
09.07.2024 | 0.54% | 9.22 CHF | 9.23 CHF | 4'400 | 4'400 | 2'912 | 2'912 | 27'242 CHF | 27'374 CHF | 99.54% | 99.54% |
08.07.2024 | 0.57% | 8.98 CHF | 8.99 CHF | 4'470 | 4'470 | 2'996 | 2'996 | 26'797 CHF | 26'933 CHF | 99.84% | 99.84% |
05.07.2024 | 0.62% | 8.71 CHF | 8.72 CHF | 4'550 | 4'550 | 3'135 | 3'135 | 25'887 CHF | 26'030 CHF | 99.75% | 99.75% |
04.07.2024 | 0.86% | 8.02 CHF | 8.09 CHF | 952 | 952 | 938 | 938 | 7'591 CHF | 7'657 CHF | 99.12% | 99.12% |
03.07.2024 | 0.63% | 8.09 CHF | 8.10 CHF | 4'740 | 4'740 | 3'165 | 3'165 | 25'634 CHF | 25'777 CHF | 99.58% | 99.58% |
02.07.2024 | 0.69% | 7.64 CHF | 7.65 CHF | 4'870 | 4'870 | 3'277 | 3'277 | 24'546 CHF | 24'696 CHF | 99.26% | 99.26% |