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% | 11.44 CHF | 11.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'261'780 CHF | 2'263'780 CHF | 99.90% | 99.90% |
24.07.2024 | 0.08% | 11.73 CHF | 11.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'357'880 CHF | 2'359'880 CHF | 100.00% | 100.00% |
23.07.2024 | 0.08% | 12.09 CHF | 12.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'424'140 CHF | 2'426'140 CHF | 100.00% | 100.00% |
22.07.2024 | 0.08% | 12.06 CHF | 12.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'393'640 CHF | 2'395'640 CHF | 99.99% | 99.99% |
19.07.2024 | 0.09% | 11.66 CHF | 11.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'348'790 CHF | 2'350'790 CHF | 99.93% | 99.93% |
18.07.2024 | 0.08% | 11.88 CHF | 11.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'399'540 CHF | 2'401'540 CHF | 99.98% | 99.98% |
17.07.2024 | 0.08% | 11.99 CHF | 12.00 CHF | 200'000 | 200'000 | 198'845 | 198'845 | 2'397'260 CHF | 2'399'260 CHF | 99.99% | 99.99% |
16.07.2024 | 0.08% | 12.36 CHF | 12.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'472'860 CHF | 2'474'860 CHF | 99.98% | 99.98% |
15.07.2024 | 0.08% | 12.57 CHF | 12.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'534'920 CHF | 2'536'920 CHF | 100.00% | 100.00% |
12.07.2024 | 0.08% | 12.86 CHF | 12.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'527'780 CHF | 2'529'780 CHF | 100.00% | 100.00% |