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 | 0.09% | 10.65 CHF | 10.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'241'140 CHF | 3'244'140 CHF | 99.98% | 99.98% |
12.07.2024 | 0.09% | 10.83 CHF | 10.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'219'040 CHF | 3'222'040 CHF | 100.00% | 100.00% |
11.07.2024 | 0.09% | 10.61 CHF | 10.62 CHF | 300'000 | 300'000 | 299'736 | 299'736 | 3'171'800 CHF | 3'174'800 CHF | 99.91% | 99.91% |
10.07.2024 | 0.10% | 10.38 CHF | 10.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'070'360 CHF | 3'073'360 CHF | 100.00% | 100.00% |
09.07.2024 | 0.10% | 10.18 CHF | 10.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'083'790 CHF | 3'086'790 CHF | 100.00% | 100.00% |
08.07.2024 | 0.10% | 10.19 CHF | 10.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'060'190 CHF | 3'063'190 CHF | 100.00% | 100.00% |
05.07.2024 | 0.10% | 10.11 CHF | 10.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'072'910 CHF | 3'075'910 CHF | 100.00% | 100.00% |
04.07.2024 | 0.10% | 10.27 CHF | 10.28 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'063'030 CHF | 3'066'030 CHF | 100.00% | 100.00% |
03.07.2024 | 0.10% | 10.16 CHF | 10.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'045'280 CHF | 3'048'280 CHF | 100.00% | 100.00% |
02.07.2024 | 0.10% | 10.11 CHF | 10.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'998'740 CHF | 3'001'740 CHF | 100.00% | 100.00% |