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 | 0.67% | 9.00 CHF | 9.06 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 134'332 CHF | 135'232 CHF | 99.99% | 99.99% |
12.07.2024 | 0.68% | 8.75 CHF | 8.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 132'098 CHF | 132'998 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 8.24 CHF | 8.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 126'256 CHF | 127'156 CHF | 71.56% | 71.56% |
10.07.2024 | 0.70% | 8.59 CHF | 8.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 127'701 CHF | 128'601 CHF | 99.38% | 99.38% |
09.07.2024 | 0.74% | 8.74 CHF | 8.80 CHF | 15'000 | 15'000 | 14'997 | 14'997 | 121'991 CHF | 122'891 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 7.97 CHF | 8.03 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 121'867 CHF | 122'767 CHF | 99.99% | 99.99% |
05.07.2024 | 0.77% | 7.80 CHF | 7.86 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 116'959 CHF | 117'859 CHF | 99.79% | 99.79% |
04.07.2024 | 0.75% | 7.96 CHF | 8.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 119'144 CHF | 120'044 CHF | 97.33% | 97.33% |
03.07.2024 | 0.78% | 7.51 CHF | 7.57 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 115'654 CHF | 116'554 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 8.10 CHF | 8.16 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 127'462 CHF | 128'362 CHF | 99.95% | 99.95% |