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 | 0.08% | 12.05 CHF | 12.06 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'597'530 CHF | 3'600'530 CHF | 99.89% | 99.89% |
24.07.2024 | 0.08% | 12.26 CHF | 12.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'682'930 CHF | 3'685'930 CHF | 99.81% | 99.81% |
23.07.2024 | 0.08% | 12.42 CHF | 12.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'734'180 CHF | 3'737'180 CHF | 100.00% | 100.00% |
22.07.2024 | 0.08% | 12.48 CHF | 12.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'728'280 CHF | 3'731'280 CHF | 99.98% | 99.98% |
19.07.2024 | 0.08% | 12.21 CHF | 12.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'679'760 CHF | 3'682'760 CHF | 99.99% | 99.99% |
18.07.2024 | 0.08% | 12.40 CHF | 12.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'729'360 CHF | 3'732'360 CHF | 100.00% | 100.00% |
17.07.2024 | 0.08% | 12.54 CHF | 12.55 CHF | 300'000 | 300'000 | 298'238 | 298'238 | 3'720'030 CHF | 3'723'030 CHF | 99.97% | 99.97% |
16.07.2024 | 0.08% | 12.41 CHF | 12.42 CHF | 300'000 | 300'000 | 299'938 | 299'938 | 3'696'820 CHF | 3'699'820 CHF | 100.00% | 100.00% |
15.07.2024 | 0.08% | 12.46 CHF | 12.47 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'784'750 CHF | 3'787'750 CHF | 100.00% | 100.00% |
12.07.2024 | 0.08% | 12.64 CHF | 12.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'762'040 CHF | 3'765'040 CHF | 100.00% | 100.00% |