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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 441'870 CHF | 442'366 CHF | 99.10% | 99.10% |
24.07.2024 | 0.11% | 9.20 CHF | 9.21 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 456'141 CHF | 456'637 CHF | 99.90% | 99.90% |
23.07.2024 | 0.11% | 9.35 CHF | 9.36 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 464'613 CHF | 465'109 CHF | 99.97% | 99.97% |
22.07.2024 | 0.11% | 9.42 CHF | 9.43 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 463'585 CHF | 464'081 CHF | 99.03% | 99.03% |
19.07.2024 | 0.11% | 9.14 CHF | 9.15 CHF | 50'000 | 50'000 | 49'530 | 49'528 | 455'611 CHF | 456'090 CHF | 99.19% | 99.19% |
18.07.2024 | 0.11% | 9.34 CHF | 9.35 CHF | 50'000 | 50'000 | 49'530 | 49'527 | 463'959 CHF | 464'425 CHF | 99.69% | 99.69% |
17.07.2024 | 0.11% | 9.48 CHF | 9.49 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 466'142 CHF | 466'638 CHF | 99.68% | 99.68% |
16.07.2024 | 0.11% | 9.35 CHF | 9.36 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 458'892 CHF | 459'388 CHF | 99.73% | 99.73% |
15.07.2024 | 0.11% | 9.40 CHF | 9.41 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 473'325 CHF | 473'821 CHF | 100.00% | 100.00% |
12.07.2024 | 0.11% | 9.58 CHF | 9.59 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 469'720 CHF | 470'216 CHF | 99.94% | 99.94% |