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 | 0.11% | 9.72 CHF | 9.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 949'392 CHF | 950'392 CHF | 99.74% | 99.74% |
12.07.2024 | 0.11% | 9.67 CHF | 9.68 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 953'746 CHF | 954'747 CHF | 98.93% | 98.93% |
11.07.2024 | 0.16% | 10.31 CHF | 10.32 CHF | 100'000 | 100'000 | 95'200 | 95'200 | 942'342 CHF | 943'414 CHF | 97.13% | 97.13% |
10.07.2024 | 0.10% | 9.71 CHF | 9.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 976'457 CHF | 977'457 CHF | 99.98% | 99.98% |
09.07.2024 | 0.10% | 9.48 CHF | 9.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 978'275 CHF | 979'275 CHF | 99.96% | 99.96% |
08.07.2024 | 0.10% | 9.79 CHF | 9.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 979'341 CHF | 980'341 CHF | 99.99% | 99.99% |
05.07.2024 | 0.11% | 9.95 CHF | 9.96 CHF | 100'000 | 100'000 | 99'967 | 99'967 | 952'715 CHF | 953'716 CHF | 97.27% | 97.27% |
04.07.2024 | 0.11% | 9.30 CHF | 9.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 927'607 CHF | 928'607 CHF | 97.87% | 97.87% |
03.07.2024 | 0.11% | 9.42 CHF | 9.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 918'459 CHF | 919'459 CHF | 99.41% | 99.41% |
02.07.2024 | 0.12% | 8.70 CHF | 8.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 844'230 CHF | 845'230 CHF | 99.93% | 99.93% |