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% | 9.19 CHF | 9.20 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 462'896 CHF | 463'392 CHF | 99.99% | 99.99% |
12.07.2024 | 0.11% | 9.37 CHF | 9.38 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 459'296 CHF | 459'792 CHF | 99.94% | 99.94% |
11.07.2024 | 0.11% | 9.15 CHF | 9.16 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 452'030 CHF | 452'526 CHF | 99.90% | 99.90% |
10.07.2024 | 0.12% | 8.92 CHF | 8.93 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 434'697 CHF | 435'192 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 8.72 CHF | 8.73 CHF | 50'000 | 50'000 | 49'530 | 49'529 | 437'041 CHF | 437'523 CHF | 99.72% | 99.72% |
08.07.2024 | 0.12% | 8.74 CHF | 8.75 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 433'224 CHF | 433'720 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 8.66 CHF | 8.67 CHF | 50'000 | 50'000 | 49'529 | 49'528 | 435'281 CHF | 435'765 CHF | 99.63% | 99.63% |
04.07.2024 | 0.12% | 8.81 CHF | 8.82 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 433'626 CHF | 434'122 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.71 CHF | 8.72 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 430'917 CHF | 431'412 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.66 CHF | 8.67 CHF | 50'000 | 50'000 | 49'530 | 49'527 | 423'034 CHF | 423'507 CHF | 99.43% | 99.43% |