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% | 9.99 CHF | 10.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'971'410 CHF | 1'973'410 CHF | 99.89% | 99.89% |
24.07.2024 | 0.10% | 10.27 CHF | 10.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'065'250 CHF | 2'067'250 CHF | 100.00% | 100.00% |
23.07.2024 | 0.09% | 10.62 CHF | 10.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'129'860 CHF | 2'131'860 CHF | 100.00% | 100.00% |
22.07.2024 | 0.10% | 10.59 CHF | 10.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'099'580 CHF | 2'101'580 CHF | 100.00% | 100.00% |
19.07.2024 | 0.10% | 10.19 CHF | 10.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'054'660 CHF | 2'056'660 CHF | 99.89% | 99.89% |
18.07.2024 | 0.09% | 10.42 CHF | 10.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'106'050 CHF | 2'108'050 CHF | 99.99% | 99.99% |
17.07.2024 | 0.10% | 10.52 CHF | 10.53 CHF | 200'000 | 200'000 | 198'843 | 198'843 | 2'104'150 CHF | 2'106'150 CHF | 100.00% | 100.00% |
16.07.2024 | 0.09% | 10.88 CHF | 10.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'176'460 CHF | 2'178'460 CHF | 99.97% | 99.97% |
15.07.2024 | 0.09% | 11.09 CHF | 11.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'238'700 CHF | 2'240'700 CHF | 99.99% | 99.99% |
12.07.2024 | 0.09% | 11.38 CHF | 11.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'231'890 CHF | 2'233'890 CHF | 100.00% | 100.00% |