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 | 0.11% | 9.34 CHF | 9.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'291'400 CHF | 2'293'900 CHF | 100.00% | 100.00% |
12.07.2024 | 0.11% | 9.15 CHF | 9.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'271'870 CHF | 2'274'370 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 9.21 CHF | 9.22 CHF | 250'000 | 250'000 | 249'775 | 249'775 | 2'245'120 CHF | 2'247'620 CHF | 99.99% | 99.99% |
10.07.2024 | 0.11% | 8.90 CHF | 8.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'218'290 CHF | 2'220'790 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 8.67 CHF | 8.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'186'080 CHF | 2'188'580 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 8.84 CHF | 8.85 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'211'300 CHF | 2'213'800 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 8.95 CHF | 8.96 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'208'240 CHF | 2'210'740 CHF | 99.79% | 99.79% |
04.07.2024 | 0.11% | 8.76 CHF | 8.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'188'790 CHF | 2'191'290 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 8.80 CHF | 8.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'174'670 CHF | 2'177'170 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.53 CHF | 8.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'128'270 CHF | 2'130'770 CHF | 99.99% | 99.99% |