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 | 0.58% | 8.76 CHF | 8.77 CHF | 4'290 | 4'290 | 2'866 | 2'866 | 25'110 CHF | 25'239 CHF | 99.85% | 99.85% |
12.07.2024 | 0.59% | 9.03 CHF | 9.04 CHF | 4'220 | 4'220 | 2'883 | 2'883 | 24'979 CHF | 25'110 CHF | 100.00% | 100.00% |
11.07.2024 | 0.57% | 8.68 CHF | 8.69 CHF | 4'300 | 4'300 | 2'847 | 2'847 | 25'105 CHF | 25'234 CHF | 99.70% | 99.70% |
10.07.2024 | 0.61% | 8.76 CHF | 8.77 CHF | 4'270 | 4'270 | 2'902 | 2'902 | 24'611 CHF | 24'744 CHF | 99.90% | 99.90% |
09.07.2024 | 0.60% | 8.25 CHF | 8.26 CHF | 4'400 | 4'400 | 2'911 | 2'911 | 24'420 CHF | 24'552 CHF | 99.46% | 99.46% |
08.07.2024 | 0.64% | 8.02 CHF | 8.03 CHF | 4'470 | 4'470 | 2'996 | 2'996 | 23'912 CHF | 24'047 CHF | 99.88% | 99.88% |
05.07.2024 | 0.71% | 7.74 CHF | 7.75 CHF | 4'550 | 4'550 | 3'131 | 3'131 | 22'825 CHF | 22'969 CHF | 99.49% | 99.49% |
04.07.2024 | 0.98% | 7.05 CHF | 7.12 CHF | 952 | 952 | 938 | 938 | 6'684 CHF | 6'750 CHF | 99.12% | 99.12% |
03.07.2024 | 0.71% | 7.12 CHF | 7.13 CHF | 4'740 | 4'740 | 3'166 | 3'166 | 22'569 CHF | 22'712 CHF | 99.62% | 99.62% |
02.07.2024 | 0.79% | 6.66 CHF | 6.67 CHF | 4'870 | 4'870 | 3'273 | 3'273 | 21'336 CHF | 21'486 CHF | 99.03% | 99.03% |