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% | 9.52 CHF | 9.53 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'901'530 CHF | 2'904'530 CHF | 100.00% | 100.00% |
12.07.2024 | 0.10% | 9.69 CHF | 9.70 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'879'360 CHF | 2'882'360 CHF | 99.99% | 99.99% |
11.07.2024 | 0.11% | 9.47 CHF | 9.48 CHF | 300'000 | 300'000 | 299'732 | 299'732 | 2'833'550 CHF | 2'836'550 CHF | 99.91% | 99.91% |
10.07.2024 | 0.11% | 9.27 CHF | 9.28 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'737'560 CHF | 2'740'560 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 9.07 CHF | 9.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'751'010 CHF | 2'754'010 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 9.08 CHF | 9.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'727'470 CHF | 2'730'470 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 9.00 CHF | 9.01 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'740'140 CHF | 2'743'140 CHF | 99.98% | 99.98% |
04.07.2024 | 0.11% | 9.16 CHF | 9.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'730'240 CHF | 2'733'240 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 9.05 CHF | 9.06 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'713'090 CHF | 2'716'090 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 9.00 CHF | 9.01 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'666'580 CHF | 2'669'580 CHF | 100.00% | 100.00% |