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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.88% | 8.17 CHF | 8.28 CHF | 20'000 | 20'000 | 50'649 | 50'649 | 409'519 CHF | 411'256 CHF | 98.31% | 98.31% |
24.07.2024 | 0.11% | 9.51 CHF | 9.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 947'586 CHF | 948'586 CHF | 99.95% | 99.95% |
23.07.2024 | 0.11% | 9.32 CHF | 9.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 927'500 CHF | 928'500 CHF | 99.95% | 99.95% |
22.07.2024 | 0.11% | 9.26 CHF | 9.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 924'807 CHF | 925'807 CHF | 99.73% | 99.73% |
19.07.2024 | 0.11% | 9.49 CHF | 9.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 942'746 CHF | 943'746 CHF | 99.85% | 99.85% |
18.07.2024 | 0.10% | 10.27 CHF | 10.28 CHF | 100'000 | 100'000 | 99'940 | 99'940 | 1'047'490 CHF | 1'048'490 CHF | 98.74% | 98.74% |
17.07.2024 | 0.09% | 10.32 CHF | 10.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'092'760 CHF | 1'093'760 CHF | 99.83% | 99.83% |
16.07.2024 | 0.20% | 11.39 CHF | 11.40 CHF | 100'000 | 100'000 | 90'421 | 90'421 | 995'496 CHF | 996'639 CHF | 99.93% | 99.93% |
15.07.2024 | 0.09% | 11.13 CHF | 11.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'090'100 CHF | 1'091'100 CHF | 99.75% | 99.75% |
12.07.2024 | 0.09% | 11.08 CHF | 11.09 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 1'094'480 CHF | 1'095'480 CHF | 98.92% | 98.92% |