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% | 11.59 CHF | 11.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'290'830 CHF | 2'292'830 CHF | 99.91% | 99.91% |
24.07.2024 | 0.08% | 11.87 CHF | 11.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'387'110 CHF | 2'389'110 CHF | 99.99% | 99.99% |
23.07.2024 | 0.08% | 12.24 CHF | 12.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'453'670 CHF | 2'455'670 CHF | 100.00% | 100.00% |
22.07.2024 | 0.08% | 12.21 CHF | 12.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'423'060 CHF | 2'425'060 CHF | 100.00% | 100.00% |
19.07.2024 | 0.08% | 11.81 CHF | 11.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'378'270 CHF | 2'380'270 CHF | 99.93% | 99.93% |
18.07.2024 | 0.08% | 12.03 CHF | 12.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'428'920 CHF | 2'430'920 CHF | 99.99% | 99.99% |
17.07.2024 | 0.08% | 12.14 CHF | 12.15 CHF | 200'000 | 200'000 | 198'831 | 198'831 | 2'426'400 CHF | 2'428'400 CHF | 99.95% | 99.95% |
16.07.2024 | 0.08% | 12.51 CHF | 12.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'502'490 CHF | 2'504'490 CHF | 99.97% | 99.97% |
15.07.2024 | 0.08% | 12.72 CHF | 12.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'564'600 CHF | 2'566'600 CHF | 100.00% | 100.00% |
12.07.2024 | 0.08% | 13.01 CHF | 13.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'557'320 CHF | 2'559'320 CHF | 99.99% | 99.99% |