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 | 0.07% | 13.35 CHF | 13.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'051'130 CHF | 4'054'130 CHF | 99.98% | 99.98% |
12.07.2024 | 0.07% | 13.52 CHF | 13.53 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'028'420 CHF | 4'031'420 CHF | 100.00% | 100.00% |
11.07.2024 | 0.08% | 13.30 CHF | 13.31 CHF | 300'000 | 300'000 | 299'736 | 299'736 | 3'980'470 CHF | 3'983'470 CHF | 99.90% | 99.90% |
10.07.2024 | 0.08% | 13.07 CHF | 13.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'879'040 CHF | 3'882'040 CHF | 100.00% | 100.00% |
09.07.2024 | 0.08% | 12.87 CHF | 12.88 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'892'600 CHF | 3'895'600 CHF | 100.00% | 100.00% |
08.07.2024 | 0.08% | 12.88 CHF | 12.89 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'869'040 CHF | 3'872'040 CHF | 100.00% | 100.00% |
05.07.2024 | 0.08% | 12.81 CHF | 12.82 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'881'110 CHF | 3'884'110 CHF | 99.99% | 99.99% |
04.07.2024 | 0.08% | 12.96 CHF | 12.97 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'871'250 CHF | 3'874'250 CHF | 100.00% | 100.00% |
03.07.2024 | 0.08% | 12.85 CHF | 12.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'853'490 CHF | 3'856'490 CHF | 100.00% | 100.00% |
02.07.2024 | 0.08% | 12.80 CHF | 12.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'806'930 CHF | 3'809'930 CHF | 100.00% | 100.00% |