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 | 0.09% | 10.61 CHF | 10.62 CHF | 10'200 | 10'200 | 10'040 | 10'040 | 115'839 CHF | 115'939 CHF | 99.99% | 99.99% |
12.07.2024 | 0.09% | 11.32 CHF | 11.33 CHF | 10'600 | 10'600 | 10'599 | 10'599 | 122'656 CHF | 122'762 CHF | 100.00% | 100.00% |
11.07.2024 | 0.09% | 10.58 CHF | 10.59 CHF | 11'500 | 11'500 | 11'294 | 11'294 | 125'096 CHF | 125'209 CHF | 99.96% | 99.96% |
10.07.2024 | 0.11% | 9.88 CHF | 9.89 CHF | 12'500 | 12'500 | 12'594 | 12'594 | 115'525 CHF | 115'651 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 9.07 CHF | 9.08 CHF | 12'500 | 12'500 | 12'486 | 12'486 | 116'792 CHF | 116'917 CHF | 99.73% | 99.73% |
08.07.2024 | 0.11% | 9.13 CHF | 9.14 CHF | 13'100 | 13'100 | 13'114 | 13'114 | 118'675 CHF | 118'806 CHF | 99.30% | 99.30% |
05.07.2024 | 0.11% | 8.62 CHF | 8.63 CHF | 12'600 | 12'600 | 12'505 | 12'505 | 113'354 CHF | 113'479 CHF | 99.99% | 99.99% |
04.07.2024 | 0.11% | 9.23 CHF | 9.24 CHF | 13'500 | 13'500 | 13'518 | 13'518 | 121'388 CHF | 121'524 CHF | 99.65% | 99.65% |
03.07.2024 | 0.12% | 8.37 CHF | 8.38 CHF | 13'300 | 13'300 | 13'300 | 13'300 | 112'686 CHF | 112'819 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.49 CHF | 8.50 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 106'909 CHF | 107'039 CHF | 99.98% | 99.98% |