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% | 9.45 CHF | 9.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'879'480 CHF | 2'882'480 CHF | 100.00% | 100.00% |
12.07.2024 | 0.10% | 9.62 CHF | 9.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'857'290 CHF | 2'860'290 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 9.40 CHF | 9.41 CHF | 300'000 | 300'000 | 299'727 | 299'727 | 2'810'320 CHF | 2'813'320 CHF | 99.89% | 99.89% |
10.07.2024 | 0.11% | 9.17 CHF | 9.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'708'490 CHF | 2'711'490 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 8.97 CHF | 8.98 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'722'040 CHF | 2'725'040 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'698'470 CHF | 2'701'470 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'711'130 CHF | 2'714'130 CHF | 99.99% | 99.99% |
04.07.2024 | 0.11% | 9.06 CHF | 9.07 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'701'270 CHF | 2'704'270 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 8.95 CHF | 8.96 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'684'120 CHF | 2'687'120 CHF | 99.98% | 99.98% |
02.07.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'637'500 CHF | 2'640'500 CHF | 99.99% | 99.99% |