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% | 9.18 CHF | 9.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'801'230 CHF | 2'804'230 CHF | 100.00% | 100.00% |
12.07.2024 | 0.11% | 9.36 CHF | 9.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'779'110 CHF | 2'782'110 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 9.14 CHF | 9.15 CHF | 300'000 | 300'000 | 299'735 | 299'735 | 2'732'340 CHF | 2'735'340 CHF | 99.92% | 99.92% |
10.07.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'630'380 CHF | 2'633'380 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 8.71 CHF | 8.72 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'643'940 CHF | 2'646'940 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 8.72 CHF | 8.73 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'620'370 CHF | 2'623'370 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 8.65 CHF | 8.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'633'090 CHF | 2'636'090 CHF | 99.99% | 99.99% |
04.07.2024 | 0.11% | 8.80 CHF | 8.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'623'220 CHF | 2'626'220 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.69 CHF | 8.70 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'606'110 CHF | 2'609'110 CHF | 99.98% | 99.98% |
02.07.2024 | 0.12% | 8.64 CHF | 8.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'559'460 CHF | 2'562'460 CHF | 99.98% | 99.98% |