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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.10% | 10.01 CHF | 10.02 CHF | 157'700 | 157'700 | 157'700 | 157'700 | 1'580'490 CHF | 1'582'070 CHF | 99.98% | 99.98% |
24.07.2024 | 0.10% | 10.26 CHF | 10.27 CHF | 157'300 | 157'300 | 157'300 | 157'300 | 1'611'930 CHF | 1'613'510 CHF | 99.80% | 99.80% |
23.07.2024 | 0.10% | 10.37 CHF | 10.38 CHF | 153'300 | 153'300 | 153'300 | 153'300 | 1'607'010 CHF | 1'608'540 CHF | 100.00% | 100.00% |
22.07.2024 | 0.09% | 10.61 CHF | 10.62 CHF | 155'100 | 155'100 | 155'100 | 155'100 | 1'631'950 CHF | 1'633'510 CHF | 99.99% | 99.99% |
19.07.2024 | 0.10% | 10.50 CHF | 10.51 CHF | 160'700 | 160'700 | 160'700 | 160'700 | 1'674'230 CHF | 1'675'840 CHF | 99.98% | 99.98% |
18.07.2024 | 0.10% | 10.14 CHF | 10.15 CHF | 159'200 | 159'200 | 159'200 | 159'200 | 1'639'220 CHF | 1'640'810 CHF | 99.99% | 99.99% |
17.07.2024 | 0.10% | 10.26 CHF | 10.27 CHF | 158'000 | 158'000 | 157'373 | 157'373 | 1'621'000 CHF | 1'622'580 CHF | 100.00% | 100.00% |
16.07.2024 | 0.10% | 10.40 CHF | 10.41 CHF | 153'500 | 153'500 | 153'458 | 153'458 | 1'601'370 CHF | 1'602'900 CHF | 100.00% | 100.00% |
15.07.2024 | 0.09% | 10.70 CHF | 10.71 CHF | 151'100 | 151'100 | 151'100 | 151'100 | 1'626'300 CHF | 1'627'810 CHF | 99.99% | 99.99% |
12.07.2024 | 0.09% | 10.84 CHF | 10.85 CHF | 154'500 | 154'500 | 154'500 | 154'500 | 1'684'990 CHF | 1'686'540 CHF | 100.00% | 100.00% |