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 | 0.66% | 8.70 CHF | 8.76 CHF | 8'500 | 8'500 | 8'363 | 8'363 | 76'217 CHF | 76'719 CHF | 100.00% | 100.00% |
12.07.2024 | 0.66% | 9.40 CHF | 9.46 CHF | 8'600 | 8'600 | 8'671 | 8'671 | 79'002 CHF | 79'522 CHF | 100.00% | 100.00% |
11.07.2024 | 0.62% | 8.95 CHF | 9.01 CHF | 9'000 | 9'000 | 9'038 | 9'038 | 79'962 CHF | 80'460 CHF | 99.95% | 99.95% |
10.07.2024 | 0.60% | 8.53 CHF | 8.58 CHF | 9'300 | 9'300 | 9'341 | 9'341 | 77'497 CHF | 77'964 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 8.26 CHF | 8.31 CHF | 9'300 | 9'300 | 9'153 | 9'153 | 78'010 CHF | 78'468 CHF | 99.98% | 99.98% |
08.07.2024 | 0.58% | 8.46 CHF | 8.51 CHF | 9'100 | 9'100 | 9'100 | 9'100 | 77'578 CHF | 78'033 CHF | 99.98% | 99.98% |
05.07.2024 | 0.68% | 8.48 CHF | 8.54 CHF | 9'000 | 9'000 | 8'914 | 8'914 | 77'843 CHF | 78'378 CHF | 99.99% | 99.99% |
04.07.2024 | 0.59% | 8.75 CHF | 8.80 CHF | 9'400 | 9'400 | 9'469 | 9'469 | 80'401 CHF | 80'875 CHF | 100.00% | 100.00% |
03.07.2024 | 0.60% | 8.18 CHF | 8.23 CHF | 9'600 | 9'600 | 9'541 | 9'541 | 79'171 CHF | 79'648 CHF | 99.99% | 99.99% |
02.07.2024 | 0.64% | 7.94 CHF | 7.99 CHF | 9'700 | 9'700 | 9'761 | 9'761 | 75'616 CHF | 76'104 CHF | 99.97% | 99.97% |