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 | 0.09% | 10.63 CHF | 10.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 794'097 CHF | 794'847 CHF | 100.00% | 100.00% |
12.07.2024 | 0.10% | 10.66 CHF | 10.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 788'450 CHF | 789'200 CHF | 100.00% | 100.00% |
11.07.2024 | 0.09% | 10.83 CHF | 10.84 CHF | 75'000 | 75'000 | 74'928 | 74'928 | 816'581 CHF | 817'331 CHF | 99.94% | 99.94% |
10.07.2024 | 0.09% | 10.96 CHF | 10.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 814'631 CHF | 815'381 CHF | 100.00% | 100.00% |
09.07.2024 | 0.09% | 10.53 CHF | 10.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 791'316 CHF | 792'066 CHF | 100.00% | 100.00% |
08.07.2024 | 0.10% | 10.25 CHF | 10.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 766'888 CHF | 767'638 CHF | 100.00% | 100.00% |
05.07.2024 | 0.10% | 10.26 CHF | 10.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 767'460 CHF | 768'210 CHF | 99.92% | 99.92% |
04.07.2024 | 0.10% | 10.22 CHF | 10.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 766'883 CHF | 767'633 CHF | 100.00% | 100.00% |
03.07.2024 | 0.10% | 10.05 CHF | 10.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 753'393 CHF | 754'143 CHF | 100.00% | 100.00% |
02.07.2024 | 0.10% | 9.78 CHF | 9.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 728'108 CHF | 728'858 CHF | 99.98% | 99.98% |