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 | 0.62% | 9.72 CHF | 9.78 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 145'006 CHF | 145'906 CHF | 99.99% | 99.99% |
12.07.2024 | 0.63% | 9.46 CHF | 9.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 142'784 CHF | 143'684 CHF | 100.00% | 100.00% |
11.07.2024 | 0.66% | 8.95 CHF | 9.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 136'938 CHF | 137'838 CHF | 71.55% | 71.55% |
10.07.2024 | 0.65% | 9.30 CHF | 9.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 138'416 CHF | 139'316 CHF | 99.38% | 99.38% |
09.07.2024 | 0.68% | 9.46 CHF | 9.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 132'730 CHF | 133'630 CHF | 99.99% | 99.99% |
08.07.2024 | 0.68% | 8.68 CHF | 8.74 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 132'555 CHF | 133'455 CHF | 99.99% | 99.99% |
05.07.2024 | 0.70% | 8.52 CHF | 8.58 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 127'682 CHF | 128'582 CHF | 99.78% | 99.78% |
04.07.2024 | 0.69% | 8.68 CHF | 8.74 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 129'879 CHF | 130'779 CHF | 97.33% | 97.33% |
03.07.2024 | 0.71% | 8.22 CHF | 8.28 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 126'427 CHF | 127'327 CHF | 100.00% | 100.00% |
02.07.2024 | 0.65% | 8.81 CHF | 8.87 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 138'246 CHF | 139'146 CHF | 99.95% | 99.95% |