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 | 0.54% | 9.28 CHF | 9.33 CHF | 10'500 | 10'500 | 10'513 | 10'513 | 97'470 CHF | 97'996 CHF | 99.99% | 99.99% |
12.07.2024 | 0.78% | 7.24 CHF | 7.30 CHF | 9'200 | 9'200 | 9'200 | 9'200 | 70'822 CHF | 71'374 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 7.94 CHF | 8.01 CHF | 8'000 | 8'000 | 8'060 | 8'060 | 64'985 CHF | 65'549 CHF | 99.78% | 99.78% |
10.07.2024 | 0.73% | 9.12 CHF | 9.19 CHF | 7'600 | 7'600 | 7'600 | 7'600 | 73'084 CHF | 73'616 CHF | 99.99% | 99.99% |
09.07.2024 | 0.76% | 9.84 CHF | 9.91 CHF | 7'700 | 7'700 | 7'691 | 7'691 | 71'013 CHF | 71'552 CHF | 99.72% | 99.72% |
08.07.2024 | 0.65% | 9.65 CHF | 9.71 CHF | 8'400 | 8'400 | 8'400 | 8'400 | 77'863 CHF | 78'367 CHF | 99.98% | 99.98% |
05.07.2024 | 0.71% | 8.90 CHF | 8.96 CHF | 8'900 | 8'900 | 8'690 | 8'690 | 72'945 CHF | 73'467 CHF | 99.80% | 99.80% |
04.07.2024 | 0.71% | 8.55 CHF | 8.61 CHF | 9'100 | 9'100 | 8'998 | 8'998 | 75'866 CHF | 76'406 CHF | 100.00% | 100.00% |
03.07.2024 | 0.73% | 8.43 CHF | 8.49 CHF | 9'200 | 9'200 | 8'974 | 8'974 | 73'514 CHF | 74'053 CHF | 99.99% | 99.99% |
02.07.2024 | 0.72% | 8.34 CHF | 8.40 CHF | 8'600 | 8'600 | 8'657 | 8'657 | 71'734 CHF | 72'253 CHF | 99.98% | 99.98% |