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 | 0.18% | 9.24 CHF | 9.27 CHF | 47'200 | 47'200 | 29'302 | 29'302 | 255'833 CHF | 256'163 CHF | 1.51% | 99.90% |
12.07.2024 | 0.21% | 8.63 CHF | 8.64 CHF | 47'900 | 47'900 | 16'607 | 16'607 | 142'927 CHF | 143'155 CHF | 99.89% | 99.89% |
11.07.2024 | 0.29% | 8.94 CHF | 8.96 CHF | 40'700 | 40'700 | 14'117 | 14'117 | 134'088 CHF | 134'424 CHF | 99.99% | 99.99% |
10.07.2024 | 0.27% | 9.95 CHF | 9.97 CHF | 39'300 | 39'300 | 13'374 | 13'374 | 138'727 CHF | 139'043 CHF | 99.99% | 99.99% |
09.07.2024 | 0.26% | 11.09 CHF | 11.11 CHF | 37'700 | 37'700 | 13'096 | 13'096 | 141'816 CHF | 142'127 CHF | 99.88% | 99.88% |
08.07.2024 | 0.26% | 10.67 CHF | 10.69 CHF | 36'800 | 36'800 | 12'841 | 12'841 | 136'892 CHF | 137'197 CHF | 100.00% | 100.00% |
05.07.2024 | 0.27% | 11.13 CHF | 11.15 CHF | 38'100 | 38'100 | 13'230 | 13'230 | 140'820 CHF | 141'134 CHF | 99.80% | 99.80% |
04.07.2024 | 0.37% | 10.40 CHF | 10.47 CHF | 3'850 | 3'850 | 5'890 | 5'890 | 60'952 CHF | 61'161 CHF | 99.49% | 99.49% |
03.07.2024 | 0.27% | 10.32 CHF | 10.34 CHF | 38'500 | 38'500 | 13'550 | 13'550 | 139'277 CHF | 139'598 CHF | 99.70% | 99.70% |
02.07.2024 | 0.29% | 10.33 CHF | 10.35 CHF | 39'500 | 39'500 | 14'236 | 14'236 | 141'545 CHF | 141'883 CHF | 100.00% | 100.00% |