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 | 0.73% | 10.29 CHF | 10.36 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 105'416 CHF | 79'639 CHF | 99.72% | 99.72% |
12.07.2024 | 0.75% | 10.41 CHF | 10.49 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 103'069 CHF | 77'882 CHF | 99.01% | 99.01% |
11.07.2024 | 0.74% | 10.63 CHF | 10.71 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 106'514 CHF | 80'480 CHF | 98.90% | 98.90% |
10.07.2024 | 0.71% | 10.53 CHF | 10.61 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 103'150 CHF | 103'884 CHF | 100.00% | 100.00% |
09.07.2024 | 0.72% | 9.98 CHF | 10.05 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 100'838 CHF | 101'569 CHF | 100.00% | 100.00% |
08.07.2024 | 0.68% | 10.07 CHF | 10.14 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 100'549 CHF | 101'233 CHF | 83.92% | 83.92% |
05.07.2024 | 0.72% | 9.23 CHF | 9.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 94'324 CHF | 95'008 CHF | 98.84% | 98.84% |
04.07.2024 | 0.71% | 9.42 CHF | 9.48 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 93'690 CHF | 94'356 CHF | 100.00% | 100.00% |
03.07.2024 | 0.78% | 8.87 CHF | 8.94 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 87'928 CHF | 88'620 CHF | 99.82% | 99.82% |
02.07.2024 | 0.80% | 9.44 CHF | 9.51 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 92'230 CHF | 92'970 CHF | 99.65% | 99.65% |