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% | 10.14 CHF | 10.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 991'339 CHF | 992'339 CHF | 99.76% | 99.76% |
12.07.2024 | 0.10% | 10.09 CHF | 10.10 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 995'695 CHF | 996'695 CHF | 98.93% | 98.93% |
11.07.2024 | 0.15% | 10.73 CHF | 10.74 CHF | 100'000 | 100'000 | 95'178 | 95'178 | 982'111 CHF | 983'183 CHF | 97.16% | 97.16% |
10.07.2024 | 0.10% | 10.13 CHF | 10.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'018'530 CHF | 1'019'530 CHF | 100.00% | 100.00% |
09.07.2024 | 0.10% | 9.90 CHF | 9.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'020'330 CHF | 1'021'330 CHF | 99.94% | 99.94% |
08.07.2024 | 0.10% | 10.21 CHF | 10.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'021'280 CHF | 1'022'280 CHF | 99.99% | 99.99% |
05.07.2024 | 0.10% | 10.38 CHF | 10.39 CHF | 100'000 | 100'000 | 99'967 | 99'967 | 994'730 CHF | 995'731 CHF | 97.26% | 97.26% |
04.07.2024 | 0.10% | 9.72 CHF | 9.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 969'717 CHF | 970'717 CHF | 97.88% | 97.88% |
03.07.2024 | 0.10% | 9.84 CHF | 9.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 960'656 CHF | 961'656 CHF | 99.40% | 99.40% |
02.07.2024 | 0.11% | 9.13 CHF | 9.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 886'496 CHF | 887'496 CHF | 99.96% | 99.96% |