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% | 9.09 CHF | 9.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'230'240 CHF | 2'232'740 CHF | 99.99% | 99.99% |
12.07.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'210'770 CHF | 2'213'270 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 8.97 CHF | 8.98 CHF | 250'000 | 250'000 | 249'772 | 249'772 | 2'183'890 CHF | 2'186'390 CHF | 99.98% | 99.98% |
10.07.2024 | 0.12% | 8.65 CHF | 8.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'157'060 CHF | 2'159'560 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.42 CHF | 8.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'124'810 CHF | 2'127'310 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.60 CHF | 8.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'150'270 CHF | 2'152'770 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.71 CHF | 8.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'147'010 CHF | 2'149'510 CHF | 99.77% | 99.77% |
04.07.2024 | 0.12% | 8.52 CHF | 8.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'127'460 CHF | 2'129'960 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.56 CHF | 8.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'113'240 CHF | 2'115'740 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'066'710 CHF | 2'069'210 CHF | 99.98% | 99.98% |