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 | 0.10% | 9.87 CHF | 9.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 737'247 CHF | 737'997 CHF | 100.00% | 100.00% |
12.07.2024 | 0.10% | 9.90 CHF | 9.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 731'850 CHF | 732'600 CHF | 100.00% | 100.00% |
11.07.2024 | 0.10% | 10.07 CHF | 10.08 CHF | 75'000 | 75'000 | 74'959 | 74'959 | 760'930 CHF | 761'680 CHF | 99.99% | 99.99% |
10.07.2024 | 0.10% | 10.22 CHF | 10.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 758'843 CHF | 759'593 CHF | 100.00% | 100.00% |
09.07.2024 | 0.10% | 9.78 CHF | 9.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 735'362 CHF | 736'112 CHF | 99.98% | 99.98% |
08.07.2024 | 0.11% | 9.51 CHF | 9.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 711'019 CHF | 711'769 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 9.52 CHF | 9.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 711'415 CHF | 712'165 CHF | 99.93% | 99.93% |
04.07.2024 | 0.11% | 9.48 CHF | 9.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 710'847 CHF | 711'597 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 9.31 CHF | 9.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 697'397 CHF | 698'147 CHF | 99.99% | 99.99% |
02.07.2024 | 0.11% | 9.03 CHF | 9.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 672'007 CHF | 672'757 CHF | 100.00% | 100.00% |