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 | 0.91% | 10.03 CHF | 10.05 CHF | 40'000 | 40'000 | 16'303 | 16'303 | 163'026 CHF | 164'059 CHF | 98.91% | 98.91% |
12.07.2024 | 0.98% | 9.88 CHF | 9.90 CHF | 40'000 | 40'000 | 16'207 | 16'207 | 154'991 CHF | 156'018 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 9.82 CHF | 9.84 CHF | 40'000 | 40'000 | 16'147 | 16'147 | 164'977 CHF | 166'055 CHF | 99.93% | 99.93% |
10.07.2024 | 0.94% | 10.35 CHF | 10.37 CHF | 40'000 | 40'000 | 16'285 | 16'285 | 167'170 CHF | 168'255 CHF | 99.49% | 99.49% |
09.07.2024 | 0.93% | 10.10 CHF | 10.12 CHF | 40'000 | 40'000 | 16'250 | 16'250 | 169'464 CHF | 170'548 CHF | 99.45% | 99.45% |
08.07.2024 | 0.94% | 10.27 CHF | 10.29 CHF | 40'000 | 40'000 | 16'096 | 16'096 | 162'564 CHF | 163'611 CHF | 99.92% | 99.92% |
05.07.2024 | 1.00% | 9.78 CHF | 9.80 CHF | 40'000 | 40'000 | 16'511 | 16'511 | 152'950 CHF | 153'972 CHF | 95.67% | 95.67% |
04.07.2024 | 1.12% | 8.73 CHF | 8.80 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 87'972 CHF | 88'966 CHF | 97.94% | 97.94% |
03.07.2024 | 1.00% | 8.82 CHF | 8.84 CHF | 40'000 | 40'000 | 18'677 | 18'677 | 157'778 CHF | 158'883 CHF | 95.00% | 95.00% |
02.07.2024 | 1.06% | 8.06 CHF | 8.08 CHF | 40'000 | 40'000 | 18'396 | 18'396 | 145'995 CHF | 147'076 CHF | 99.62% | 99.62% |