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 | 1.17% | 9.64 CHF | 9.77 CHF | 6'500 | 6'500 | 6'024 | 6'024 | 66'590 CHF | 67'373 CHF | 99.99% | 99.99% |
12.07.2024 | 1.09% | 11.51 CHF | 11.64 CHF | 5'900 | 5'900 | 5'900 | 5'900 | 70'276 CHF | 71'043 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 11.28 CHF | 11.39 CHF | 7'300 | 7'300 | 7'300 | 7'300 | 81'520 CHF | 82'323 CHF | 99.95% | 99.95% |
10.07.2024 | 1.11% | 9.26 CHF | 9.36 CHF | 7'900 | 7'900 | 7'900 | 7'900 | 70'622 CHF | 71'412 CHF | 99.99% | 99.99% |
09.07.2024 | 1.12% | 9.24 CHF | 9.34 CHF | 7'900 | 7'900 | 7'891 | 7'891 | 70'510 CHF | 71'300 CHF | 99.74% | 99.74% |
08.07.2024 | 1.13% | 8.89 CHF | 8.99 CHF | 8'400 | 8'400 | 8'400 | 8'400 | 73'866 CHF | 74'704 CHF | 99.26% | 99.26% |
05.07.2024 | 1.07% | 8.65 CHF | 8.74 CHF | 8'500 | 8'500 | 8'500 | 8'500 | 72'611 CHF | 73'389 CHF | 99.97% | 99.97% |
04.07.2024 | 0.99% | 8.25 CHF | 8.33 CHF | 9'800 | 9'800 | 9'800 | 9'800 | 79'058 CHF | 79'842 CHF | 99.60% | 99.60% |
03.07.2024 | 1.15% | 6.87 CHF | 6.95 CHF | 10'500 | 10'500 | 10'500 | 10'500 | 72'369 CHF | 73'202 CHF | 100.00% | 100.00% |
02.07.2024 | 1.07% | 6.61 CHF | 6.68 CHF | 10'600 | 10'600 | 10'600 | 10'600 | 68'953 CHF | 69'695 CHF | 99.99% | 99.99% |