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 | 0.11% | 9.25 CHF | 9.26 CHF | 50'000 | 50'000 | 49'530 | 49'527 | 465'737 CHF | 466'207 CHF | 99.50% | 99.50% |
12.07.2024 | 0.11% | 9.42 CHF | 9.43 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 462'039 CHF | 462'535 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 9.20 CHF | 9.21 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 454'787 CHF | 455'283 CHF | 99.90% | 99.90% |
10.07.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 437'439 CHF | 437'934 CHF | 99.90% | 99.90% |
09.07.2024 | 0.11% | 8.78 CHF | 8.79 CHF | 50'000 | 50'000 | 49'532 | 49'531 | 439'791 CHF | 440'278 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 8.79 CHF | 8.80 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 435'985 CHF | 436'481 CHF | 99.97% | 99.97% |
05.07.2024 | 0.11% | 8.71 CHF | 8.72 CHF | 50'000 | 50'000 | 49'531 | 49'529 | 437'879 CHF | 438'359 CHF | 99.92% | 99.92% |
04.07.2024 | 0.11% | 8.87 CHF | 8.88 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 436'393 CHF | 436'889 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.76 CHF | 8.77 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 433'688 CHF | 434'184 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.71 CHF | 8.72 CHF | 50'000 | 50'000 | 49'530 | 49'529 | 425'888 CHF | 426'367 CHF | 99.81% | 99.81% |