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% | 9.77 CHF | 9.83 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 145'734 CHF | 146'634 CHF | 99.99% | 99.99% |
12.07.2024 | 0.63% | 9.51 CHF | 9.57 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 143'516 CHF | 144'416 CHF | 100.00% | 100.00% |
11.07.2024 | 0.65% | 9.00 CHF | 9.06 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 137'673 CHF | 138'573 CHF | 71.56% | 71.56% |
10.07.2024 | 0.64% | 9.35 CHF | 9.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 139'151 CHF | 140'051 CHF | 99.38% | 99.38% |
09.07.2024 | 0.67% | 9.51 CHF | 9.57 CHF | 15'000 | 15'000 | 14'997 | 14'997 | 133'437 CHF | 134'337 CHF | 99.99% | 99.99% |
08.07.2024 | 0.67% | 8.73 CHF | 8.79 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 133'289 CHF | 134'189 CHF | 99.99% | 99.99% |
05.07.2024 | 0.70% | 8.56 CHF | 8.62 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 128'410 CHF | 129'310 CHF | 99.78% | 99.78% |
04.07.2024 | 0.69% | 8.73 CHF | 8.79 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 130'618 CHF | 131'518 CHF | 97.33% | 97.33% |
03.07.2024 | 0.71% | 8.27 CHF | 8.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 127'165 CHF | 128'065 CHF | 100.00% | 100.00% |
02.07.2024 | 0.65% | 8.86 CHF | 8.92 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 138'983 CHF | 139'883 CHF | 99.96% | 99.96% |