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 | 2.45% | 10.45 CHF | 10.49 CHF | 7'800 | 7'800 | 3'129 | 3'129 | 31'944 CHF | 32'432 CHF | 99.96% | 99.96% |
12.07.2024 | 2.55% | 10.91 CHF | 10.95 CHF | 8'000 | 8'000 | 3'279 | 3'279 | 32'565 CHF | 33'049 CHF | 99.86% | 99.86% |
11.07.2024 | 2.61% | 10.47 CHF | 10.51 CHF | 7'300 | 7'300 | 2'861 | 2'861 | 30'188 CHF | 30'657 CHF | 99.88% | 99.88% |
10.07.2024 | 2.43% | 10.31 CHF | 10.35 CHF | 8'100 | 8'100 | 3'255 | 3'255 | 32'930 CHF | 33'423 CHF | 99.88% | 99.88% |
09.07.2024 | 2.40% | 9.54 CHF | 9.58 CHF | 7'700 | 7'700 | 3'121 | 3'121 | 31'447 CHF | 31'917 CHF | 96.93% | 96.93% |
08.07.2024 | 2.43% | 9.64 CHF | 9.67 CHF | 8'400 | 8'400 | 3'363 | 3'363 | 32'329 CHF | 32'795 CHF | 99.99% | 99.99% |
05.07.2024 | 2.53% | 8.87 CHF | 8.90 CHF | 8'400 | 8'400 | 3'326 | 3'326 | 30'266 CHF | 30'737 CHF | 99.68% | 99.68% |
04.07.2024 | 2.80% | 9.03 CHF | 9.16 CHF | 2'500 | 2'500 | 2'071 | 2'071 | 18'790 CHF | 19'278 CHF | 99.49% | 99.49% |
03.07.2024 | 2.44% | 9.01 CHF | 9.04 CHF | 8'500 | 8'500 | 3'385 | 3'385 | 30'424 CHF | 30'880 CHF | 98.88% | 98.88% |
02.07.2024 | 2.61% | 8.58 CHF | 8.61 CHF | 9'600 | 9'600 | 3'875 | 3'875 | 31'240 CHF | 31'711 CHF | 99.98% | 99.98% |