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% | 10.27 CHF | 10.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 254'385 CHF | 254'635 CHF | 99.39% | 99.39% |
12.07.2024 | 0.10% | 9.99 CHF | 10.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 248'222 CHF | 248'472 CHF | 99.06% | 99.06% |
11.07.2024 | 0.10% | 9.63 CHF | 9.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 247'397 CHF | 247'647 CHF | 85.73% | 85.73% |
10.07.2024 | 0.10% | 10.37 CHF | 10.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 254'044 CHF | 254'294 CHF | 95.48% | 95.48% |
09.07.2024 | 0.10% | 9.98 CHF | 9.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 250'958 CHF | 251'208 CHF | 99.05% | 99.05% |
08.07.2024 | 0.10% | 9.86 CHF | 9.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 246'430 CHF | 246'680 CHF | 66.77% | 66.77% |
05.07.2024 | 0.10% | 9.63 CHF | 9.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 241'501 CHF | 241'751 CHF | 99.38% | 99.38% |
04.07.2024 | 0.11% | 9.17 CHF | 9.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 225'730 CHF | 225'980 CHF | 92.90% | 92.90% |
03.07.2024 | 0.13% | 7.76 CHF | 7.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 193'148 CHF | 193'398 CHF | 98.63% | 98.63% |
02.07.2024 | 0.14% | 7.14 CHF | 7.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 180'296 CHF | 180'546 CHF | 99.03% | 99.03% |