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 | 0.33% | 8.89 CHF | 9.17 CHF | 1'400 | 1'400 | 8'670 | 8'670 | 72'255 CHF | 72'440 CHF | 98.84% | 98.84% |
12.07.2024 | 0.33% | 8.55 CHF | 8.87 CHF | 1'200 | 1'200 | 7'690 | 7'690 | 70'337 CHF | 70'502 CHF | 98.97% | 98.97% |
11.07.2024 | 0.31% | 9.66 CHF | 9.95 CHF | 1'400 | 1'400 | 8'312 | 8'312 | 74'658 CHF | 74'836 CHF | 98.77% | 98.77% |
10.07.2024 | 0.32% | 8.66 CHF | 8.99 CHF | 1'200 | 1'200 | 7'771 | 7'771 | 75'612 CHF | 75'779 CHF | 98.93% | 98.93% |
09.07.2024 | 0.30% | 9.22 CHF | 9.50 CHF | 1'400 | 1'400 | 8'968 | 8'968 | 82'729 CHF | 82'919 CHF | 98.63% | 98.63% |
08.07.2024 | 0.29% | 8.32 CHF | 8.63 CHF | 1'300 | 1'300 | 8'080 | 8'080 | 70'268 CHF | 70'436 CHF | 96.77% | 96.77% |
05.07.2024 | 0.32% | 8.68 CHF | 9.00 CHF | 1'200 | 1'200 | 7'717 | 7'717 | 70'304 CHF | 70'469 CHF | 98.72% | 98.72% |
04.07.2024 | 0.28% | 9.01 CHF | 9.34 CHF | 1'200 | 1'200 | 7'779 | 7'779 | 74'431 CHF | 74'595 CHF | 97.52% | 97.52% |
03.07.2024 | 0.28% | 10.12 CHF | 10.38 CHF | 1'500 | 1'500 | 9'393 | 9'393 | 84'666 CHF | 84'862 CHF | 98.37% | 98.37% |
02.07.2024 | 0.34% | 7.79 CHF | 8.03 CHF | 1'600 | 1'600 | 10'155 | 10'155 | 78'586 CHF | 78'800 CHF | 98.69% | 98.69% |