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% | 9.07 CHF | 9.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 667'101 CHF | 667'851 CHF | 98.87% | 98.87% |
12.07.2024 | 0.11% | 8.92 CHF | 8.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 669'018 CHF | 669'768 CHF | 99.39% | 99.39% |
11.07.2024 | 0.11% | 8.99 CHF | 9.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 700'831 CHF | 701'581 CHF | 98.36% | 98.36% |
10.07.2024 | 0.11% | 9.34 CHF | 9.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 698'194 CHF | 698'944 CHF | 99.21% | 99.21% |
09.07.2024 | 0.11% | 9.32 CHF | 9.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 697'510 CHF | 698'260 CHF | 97.93% | 97.93% |
08.07.2024 | 0.11% | 9.27 CHF | 9.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 697'105 CHF | 697'855 CHF | 99.06% | 99.06% |
05.07.2024 | 0.11% | 9.34 CHF | 9.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 681'298 CHF | 682'048 CHF | 99.36% | 99.36% |
04.07.2024 | 0.11% | 9.02 CHF | 9.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 675'734 CHF | 676'484 CHF | 99.41% | 99.41% |
03.07.2024 | 0.11% | 8.97 CHF | 8.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 671'877 CHF | 672'627 CHF | 99.39% | 99.39% |
02.07.2024 | 0.11% | 8.82 CHF | 8.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 654'320 CHF | 655'070 CHF | 99.27% | 99.27% |