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% | 10.07 CHF | 10.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'476'080 CHF | 2'478'580 CHF | 99.99% | 99.99% |
12.07.2024 | 0.10% | 9.89 CHF | 9.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'456'660 CHF | 2'459'160 CHF | 100.00% | 100.00% |
11.07.2024 | 0.10% | 9.95 CHF | 9.96 CHF | 250'000 | 250'000 | 249'777 | 249'777 | 2'429'910 CHF | 2'432'410 CHF | 99.98% | 99.98% |
10.07.2024 | 0.10% | 9.64 CHF | 9.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'403'570 CHF | 2'406'070 CHF | 99.99% | 99.99% |
09.07.2024 | 0.11% | 9.41 CHF | 9.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'371'260 CHF | 2'373'760 CHF | 100.00% | 100.00% |
08.07.2024 | 0.10% | 9.58 CHF | 9.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'395'980 CHF | 2'398'480 CHF | 100.00% | 100.00% |
05.07.2024 | 0.10% | 9.69 CHF | 9.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'393'310 CHF | 2'395'810 CHF | 99.79% | 99.79% |
04.07.2024 | 0.11% | 9.50 CHF | 9.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'374'230 CHF | 2'376'730 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 9.55 CHF | 9.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'360'570 CHF | 2'363'070 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 9.28 CHF | 9.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'314'330 CHF | 2'316'830 CHF | 99.99% | 99.99% |