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 | 0.10% | 10.16 CHF | 10.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'093'570 CHF | 3'096'570 CHF | 100.00% | 100.00% |
12.07.2024 | 0.10% | 10.33 CHF | 10.34 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'070'850 CHF | 3'073'850 CHF | 100.00% | 100.00% |
11.07.2024 | 0.10% | 10.11 CHF | 10.12 CHF | 300'000 | 300'000 | 299'730 | 299'730 | 3'023'690 CHF | 3'026'690 CHF | 99.89% | 99.89% |
10.07.2024 | 0.10% | 9.88 CHF | 9.89 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'922'040 CHF | 2'925'040 CHF | 99.99% | 99.99% |
09.07.2024 | 0.10% | 9.68 CHF | 9.69 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'935'600 CHF | 2'938'600 CHF | 100.00% | 100.00% |
08.07.2024 | 0.10% | 9.69 CHF | 9.70 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'912'040 CHF | 2'915'040 CHF | 100.00% | 100.00% |
05.07.2024 | 0.10% | 9.62 CHF | 9.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'924'720 CHF | 2'927'720 CHF | 100.00% | 100.00% |
04.07.2024 | 0.10% | 9.77 CHF | 9.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'914'830 CHF | 2'917'830 CHF | 100.00% | 100.00% |
03.07.2024 | 0.10% | 9.67 CHF | 9.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'897'720 CHF | 2'900'720 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 9.62 CHF | 9.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'851'120 CHF | 2'854'120 CHF | 100.00% | 100.00% |