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 | 0.09% | 11.15 CHF | 11.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'203'700 CHF | 2'205'700 CHF | 99.87% | 99.87% |
24.07.2024 | 0.09% | 11.44 CHF | 11.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'299'340 CHF | 2'301'340 CHF | 100.00% | 100.00% |
23.07.2024 | 0.08% | 11.80 CHF | 11.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'365'290 CHF | 2'367'290 CHF | 100.00% | 100.00% |
22.07.2024 | 0.09% | 11.77 CHF | 11.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'334'830 CHF | 2'336'830 CHF | 99.98% | 99.98% |
19.07.2024 | 0.09% | 11.37 CHF | 11.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'289'990 CHF | 2'291'990 CHF | 99.96% | 99.96% |
18.07.2024 | 0.09% | 11.59 CHF | 11.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'340'850 CHF | 2'342'850 CHF | 99.99% | 99.99% |
17.07.2024 | 0.09% | 11.70 CHF | 11.71 CHF | 200'000 | 200'000 | 198'845 | 198'845 | 2'338'640 CHF | 2'340'640 CHF | 99.95% | 99.95% |
16.07.2024 | 0.08% | 12.06 CHF | 12.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'413'520 CHF | 2'415'520 CHF | 100.00% | 100.00% |
15.07.2024 | 0.08% | 12.28 CHF | 12.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'475'740 CHF | 2'477'740 CHF | 99.99% | 99.99% |
12.07.2024 | 0.08% | 12.56 CHF | 12.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'468'610 CHF | 2'470'610 CHF | 99.98% | 99.98% |