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% | 11.28 CHF | 11.29 CHF | 106'000 | 106'000 | 106'000 | 106'000 | 1'218'800 CHF | 1'219'860 CHF | 100.00% | 100.00% |
12.07.2024 | 0.09% | 11.85 CHF | 11.86 CHF | 110'200 | 110'200 | 110'200 | 110'200 | 1'261'940 CHF | 1'263'040 CHF | 100.00% | 100.00% |
11.07.2024 | 0.09% | 11.22 CHF | 11.23 CHF | 111'300 | 111'300 | 111'300 | 111'300 | 1'245'490 CHF | 1'246'600 CHF | 99.84% | 99.84% |
10.07.2024 | 0.09% | 10.99 CHF | 11.00 CHF | 114'900 | 114'900 | 114'900 | 114'900 | 1'236'560 CHF | 1'237'710 CHF | 100.00% | 100.00% |
09.07.2024 | 0.09% | 10.47 CHF | 10.48 CHF | 110'200 | 110'200 | 110'200 | 110'200 | 1'190'730 CHF | 1'191'840 CHF | 100.00% | 100.00% |
08.07.2024 | 0.09% | 11.15 CHF | 11.16 CHF | 109'500 | 109'500 | 109'500 | 109'500 | 1'244'260 CHF | 1'245'360 CHF | 98.70% | 98.70% |
05.07.2024 | 0.09% | 11.18 CHF | 11.19 CHF | 108'900 | 108'900 | 108'900 | 108'900 | 1'244'920 CHF | 1'246'010 CHF | 99.97% | 99.97% |
04.07.2024 | 0.09% | 11.34 CHF | 11.35 CHF | 110'300 | 110'300 | 110'300 | 110'300 | 1'244'220 CHF | 1'245'330 CHF | 100.00% | 100.00% |
03.07.2024 | 0.09% | 11.13 CHF | 11.14 CHF | 114'200 | 114'200 | 114'200 | 114'200 | 1'264'150 CHF | 1'265'290 CHF | 100.00% | 100.00% |
02.07.2024 | 0.10% | 10.57 CHF | 10.58 CHF | 112'500 | 112'500 | 112'500 | 112'500 | 1'171'750 CHF | 1'172'870 CHF | 99.99% | 99.99% |