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% | 9.54 CHF | 9.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 931'161 CHF | 932'161 CHF | 99.74% | 99.74% |
12.07.2024 | 0.11% | 9.49 CHF | 9.50 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 935'524 CHF | 936'524 CHF | 98.92% | 98.92% |
11.07.2024 | 0.16% | 10.13 CHF | 10.14 CHF | 100'000 | 100'000 | 95'213 | 95'213 | 925'089 CHF | 926'161 CHF | 97.11% | 97.11% |
10.07.2024 | 0.10% | 9.52 CHF | 9.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 958'176 CHF | 959'176 CHF | 100.00% | 100.00% |
09.07.2024 | 0.10% | 9.30 CHF | 9.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 960'009 CHF | 961'009 CHF | 99.97% | 99.97% |
08.07.2024 | 0.10% | 9.61 CHF | 9.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 961'120 CHF | 962'120 CHF | 99.99% | 99.99% |
05.07.2024 | 0.11% | 9.77 CHF | 9.78 CHF | 100'000 | 100'000 | 99'967 | 99'967 | 934'493 CHF | 935'493 CHF | 97.36% | 97.36% |
04.07.2024 | 0.11% | 9.12 CHF | 9.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 909'288 CHF | 910'288 CHF | 97.75% | 97.75% |
03.07.2024 | 0.11% | 9.23 CHF | 9.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 900'124 CHF | 901'124 CHF | 99.42% | 99.42% |
02.07.2024 | 0.12% | 8.52 CHF | 8.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 825'889 CHF | 826'889 CHF | 99.95% | 99.95% |