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% | 11.30 CHF | 11.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'232'730 CHF | 2'234'730 CHF | 99.88% | 99.88% |
24.07.2024 | 0.09% | 11.58 CHF | 11.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'328'590 CHF | 2'330'590 CHF | 100.00% | 100.00% |
23.07.2024 | 0.08% | 11.95 CHF | 11.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'394'780 CHF | 2'396'780 CHF | 100.00% | 100.00% |
22.07.2024 | 0.08% | 11.91 CHF | 11.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'364'200 CHF | 2'366'200 CHF | 99.98% | 99.98% |
19.07.2024 | 0.09% | 11.51 CHF | 11.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'319'370 CHF | 2'321'370 CHF | 99.98% | 99.98% |
18.07.2024 | 0.08% | 11.74 CHF | 11.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'370'170 CHF | 2'372'170 CHF | 99.97% | 99.97% |
17.07.2024 | 0.08% | 11.84 CHF | 11.85 CHF | 200'000 | 200'000 | 198'808 | 198'808 | 2'367'480 CHF | 2'369'480 CHF | 99.97% | 99.97% |
16.07.2024 | 0.08% | 12.21 CHF | 12.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'443'200 CHF | 2'445'200 CHF | 100.00% | 100.00% |
15.07.2024 | 0.08% | 12.42 CHF | 12.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'505'360 CHF | 2'507'360 CHF | 99.99% | 99.99% |
12.07.2024 | 0.08% | 12.71 CHF | 12.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'498'120 CHF | 2'500'120 CHF | 100.00% | 100.00% |