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 | 0.12% | 9.13 CHF | 9.14 CHF | 125'000 | 125'000 | 44'225 | 44'225 | 395'305 CHF | 395'750 CHF | 99.97% | 99.97% |
12.07.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 130'000 | 130'000 | 45'232 | 45'232 | 402'811 CHF | 403'264 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 9.00 CHF | 9.01 CHF | 125'000 | 125'000 | 43'237 | 43'237 | 396'684 CHF | 397'118 CHF | 100.00% | 100.00% |
10.07.2024 | 0.11% | 9.34 CHF | 9.35 CHF | 125'000 | 125'000 | 42'378 | 42'378 | 401'047 CHF | 401'471 CHF | 99.99% | 99.99% |
09.07.2024 | 0.11% | 9.67 CHF | 9.68 CHF | 120'000 | 120'000 | 41'542 | 41'542 | 398'343 CHF | 398'759 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 9.54 CHF | 9.55 CHF | 120'000 | 120'000 | 41'707 | 41'707 | 397'295 CHF | 397'713 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 9.67 CHF | 9.68 CHF | 120'000 | 120'000 | 41'449 | 41'449 | 395'097 CHF | 395'512 CHF | 99.82% | 99.82% |
04.07.2024 | 0.15% | 9.47 CHF | 9.50 CHF | 12'000 | 12'000 | 18'344 | 18'344 | 173'518 CHF | 173'753 CHF | 99.50% | 99.50% |
03.07.2024 | 0.11% | 9.45 CHF | 9.46 CHF | 120'000 | 120'000 | 42'341 | 42'341 | 399'926 CHF | 400'350 CHF | 99.98% | 99.98% |
02.07.2024 | 0.11% | 9.47 CHF | 9.48 CHF | 120'000 | 120'000 | 43'221 | 43'221 | 404'480 CHF | 404'913 CHF | 100.00% | 100.00% |