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% | 9.74 CHF | 9.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'391'950 CHF | 2'394'450 CHF | 100.00% | 100.00% |
12.07.2024 | 0.11% | 9.55 CHF | 9.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'372'480 CHF | 2'374'980 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 9.61 CHF | 9.62 CHF | 250'000 | 250'000 | 249'772 | 249'772 | 2'345'620 CHF | 2'348'120 CHF | 99.98% | 99.98% |
10.07.2024 | 0.11% | 9.30 CHF | 9.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'319'170 CHF | 2'321'670 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 9.07 CHF | 9.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'286'880 CHF | 2'289'380 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 9.24 CHF | 9.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'311'880 CHF | 2'314'380 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 9.36 CHF | 9.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'308'970 CHF | 2'311'470 CHF | 99.79% | 99.79% |
04.07.2024 | 0.11% | 9.16 CHF | 9.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'289'730 CHF | 2'292'230 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 9.21 CHF | 9.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'275'900 CHF | 2'278'400 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 8.94 CHF | 8.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'229'560 CHF | 2'232'060 CHF | 99.99% | 99.99% |