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 | 0.49% | 10.00 CHF | 10.05 CHF | 50'000 | 50'000 | 49'532 | 49'529 | 502'391 CHF | 504'781 CHF | 99.99% | 99.99% |
12.07.2024 | 0.48% | 10.15 CHF | 10.20 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 498'906 CHF | 501'305 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 9.97 CHF | 9.98 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 492'536 CHF | 493'102 CHF | 99.83% | 99.83% |
10.07.2024 | 0.11% | 9.74 CHF | 9.75 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 475'271 CHF | 475'766 CHF | 100.00% | 100.00% |
09.07.2024 | 0.10% | 9.54 CHF | 9.55 CHF | 50'000 | 50'000 | 49'531 | 49'530 | 477'607 CHF | 478'094 CHF | 99.74% | 99.74% |
08.07.2024 | 0.11% | 9.56 CHF | 9.57 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 473'816 CHF | 474'312 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 9.48 CHF | 9.49 CHF | 50'000 | 50'000 | 49'531 | 49'529 | 475'827 CHF | 476'307 CHF | 99.91% | 99.91% |
04.07.2024 | 0.11% | 9.63 CHF | 9.64 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 474'150 CHF | 474'646 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 9.53 CHF | 9.54 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 471'468 CHF | 471'963 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 9.47 CHF | 9.48 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 463'553 CHF | 464'049 CHF | 99.62% | 99.62% |