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 | 0.21% | 9.09 CHF | 9.11 CHF | 17'200 | 17'200 | 16'963 | 16'963 | 161'848 CHF | 162'188 CHF | 99.94% | 99.94% |
12.07.2024 | 0.23% | 9.53 CHF | 9.55 CHF | 17'600 | 17'600 | 18'000 | 18'000 | 158'929 CHF | 159'289 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 9.01 CHF | 9.03 CHF | 17'200 | 17'200 | 16'941 | 16'941 | 162'137 CHF | 162'475 CHF | 99.96% | 99.96% |
10.07.2024 | 0.11% | 9.29 CHF | 9.30 CHF | 18'200 | 18'200 | 18'388 | 18'388 | 162'639 CHF | 162'823 CHF | 99.99% | 99.99% |
09.07.2024 | 0.22% | 8.77 CHF | 8.79 CHF | 17'600 | 17'600 | 17'336 | 17'336 | 157'814 CHF | 158'161 CHF | 100.00% | 100.00% |
08.07.2024 | 0.21% | 9.21 CHF | 9.23 CHF | 17'600 | 17'600 | 17'539 | 17'539 | 164'504 CHF | 164'855 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 9.08 CHF | 9.10 CHF | 18'000 | 18'000 | 18'000 | 18'000 | 165'354 CHF | 165'714 CHF | 99.80% | 99.80% |
04.07.2024 | 0.22% | 8.82 CHF | 8.84 CHF | 18'200 | 18'200 | 17'986 | 17'986 | 160'644 CHF | 161'004 CHF | 99.49% | 99.49% |
03.07.2024 | 0.11% | 8.88 CHF | 8.89 CHF | 19'300 | 19'300 | 19'190 | 19'190 | 169'870 CHF | 170'061 CHF | 99.49% | 99.49% |
02.07.2024 | 0.13% | 8.12 CHF | 8.13 CHF | 20'300 | 20'300 | 20'536 | 20'536 | 160'420 CHF | 160'626 CHF | 99.97% | 99.97% |