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% | 11.38 CHF | 11.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'460'750 CHF | 3'463'750 CHF | 100.00% | 100.00% |
12.07.2024 | 0.09% | 11.56 CHF | 11.57 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'438'040 CHF | 3'441'040 CHF | 100.00% | 100.00% |
11.07.2024 | 0.09% | 11.34 CHF | 11.35 CHF | 300'000 | 300'000 | 299'731 | 299'731 | 3'390'550 CHF | 3'393'550 CHF | 99.89% | 99.89% |
10.07.2024 | 0.09% | 11.11 CHF | 11.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'289'360 CHF | 3'292'360 CHF | 100.00% | 100.00% |
09.07.2024 | 0.09% | 10.91 CHF | 10.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'302'790 CHF | 3'305'790 CHF | 100.00% | 100.00% |
08.07.2024 | 0.09% | 10.92 CHF | 10.93 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'279'210 CHF | 3'282'210 CHF | 100.00% | 100.00% |
05.07.2024 | 0.09% | 10.84 CHF | 10.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'291'330 CHF | 3'294'330 CHF | 99.99% | 99.99% |
04.07.2024 | 0.09% | 10.99 CHF | 11.00 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'281'420 CHF | 3'284'420 CHF | 100.00% | 100.00% |
03.07.2024 | 0.09% | 10.89 CHF | 10.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'264'280 CHF | 3'267'280 CHF | 100.00% | 100.00% |
02.07.2024 | 0.09% | 10.84 CHF | 10.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'217'740 CHF | 3'220'740 CHF | 100.00% | 100.00% |