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% | 10.57 CHF | 10.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'087'560 CHF | 2'089'560 CHF | 99.89% | 99.89% |
24.07.2024 | 0.09% | 10.85 CHF | 10.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'182'310 CHF | 2'184'310 CHF | 100.00% | 100.00% |
23.07.2024 | 0.09% | 11.21 CHF | 11.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'247'570 CHF | 2'249'570 CHF | 99.99% | 99.99% |
22.07.2024 | 0.09% | 11.18 CHF | 11.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'217'200 CHF | 2'219'200 CHF | 100.00% | 100.00% |
19.07.2024 | 0.09% | 10.78 CHF | 10.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'172'350 CHF | 2'174'350 CHF | 99.92% | 99.92% |
18.07.2024 | 0.09% | 11.00 CHF | 11.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'223'420 CHF | 2'225'420 CHF | 99.98% | 99.98% |
17.07.2024 | 0.09% | 11.11 CHF | 11.12 CHF | 200'000 | 200'000 | 198'852 | 198'852 | 2'221'500 CHF | 2'223'500 CHF | 99.95% | 99.95% |
16.07.2024 | 0.09% | 11.47 CHF | 11.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'295'040 CHF | 2'297'040 CHF | 99.98% | 99.98% |
15.07.2024 | 0.08% | 11.68 CHF | 11.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'357'190 CHF | 2'359'190 CHF | 99.99% | 99.99% |
12.07.2024 | 0.09% | 11.97 CHF | 11.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'350'180 CHF | 2'352'180 CHF | 100.00% | 100.00% |