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 | 0.10% | 9.67 CHF | 9.68 CHF | 30'000 | 30'000 | 29'713 | 29'713 | 289'657 CHF | 289'954 CHF | 98.16% | 98.16% |
12.07.2024 | 0.10% | 9.76 CHF | 9.77 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 288'518 CHF | 288'816 CHF | 99.84% | 99.84% |
11.07.2024 | 0.10% | 9.65 CHF | 9.66 CHF | 30'000 | 30'000 | 29'715 | 29'715 | 286'286 CHF | 286'584 CHF | 98.69% | 98.69% |
10.07.2024 | 0.11% | 9.53 CHF | 9.54 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 281'094 CHF | 281'389 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 9.43 CHF | 9.44 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 281'778 CHF | 282'076 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 9.44 CHF | 9.45 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 280'620 CHF | 280'916 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 9.39 CHF | 9.40 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 281'111 CHF | 281'407 CHF | 100.00% | 100.00% |
04.07.2024 | 0.11% | 9.47 CHF | 9.48 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 280'625 CHF | 280'921 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 9.42 CHF | 9.43 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 279'788 CHF | 280'085 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 9.39 CHF | 9.40 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 277'422 CHF | 277'717 CHF | 100.00% | 100.00% |