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% | 9.69 CHF | 9.70 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 143'965 CHF | 144'115 CHF | 99.39% | 99.39% |
12.07.2024 | 0.11% | 9.42 CHF | 9.43 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 140'280 CHF | 140'430 CHF | 99.07% | 99.07% |
11.07.2024 | 0.11% | 9.05 CHF | 9.06 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 139'487 CHF | 139'637 CHF | 98.76% | 98.76% |
10.07.2024 | 0.10% | 9.79 CHF | 9.80 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 143'796 CHF | 143'946 CHF | 95.47% | 95.47% |
09.07.2024 | 0.11% | 9.41 CHF | 9.42 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 141'955 CHF | 142'105 CHF | 99.06% | 99.06% |
08.07.2024 | 0.11% | 9.29 CHF | 9.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 139'239 CHF | 139'389 CHF | 66.77% | 66.77% |
05.07.2024 | 0.11% | 9.05 CHF | 9.06 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 136'280 CHF | 136'430 CHF | 99.39% | 99.39% |
04.07.2024 | 0.12% | 8.60 CHF | 8.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 126'838 CHF | 126'988 CHF | 92.74% | 92.74% |
03.07.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 107'283 CHF | 107'433 CHF | 98.64% | 98.64% |
02.07.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 99'595 CHF | 99'745 CHF | 99.03% | 99.03% |