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% | 10.72 CHF | 10.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'116'590 CHF | 2'118'590 CHF | 99.88% | 99.88% |
24.07.2024 | 0.09% | 11.00 CHF | 11.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'211'570 CHF | 2'213'570 CHF | 99.99% | 99.99% |
23.07.2024 | 0.09% | 11.36 CHF | 11.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'277'030 CHF | 2'279'030 CHF | 100.00% | 100.00% |
22.07.2024 | 0.09% | 11.33 CHF | 11.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'246'630 CHF | 2'248'630 CHF | 99.98% | 99.98% |
19.07.2024 | 0.09% | 10.92 CHF | 10.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'201'730 CHF | 2'203'730 CHF | 99.93% | 99.93% |
18.07.2024 | 0.09% | 11.15 CHF | 11.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'252'800 CHF | 2'254'800 CHF | 99.99% | 99.99% |
17.07.2024 | 0.09% | 11.26 CHF | 11.27 CHF | 200'000 | 200'000 | 198'833 | 198'833 | 2'250'580 CHF | 2'252'580 CHF | 99.94% | 99.94% |
16.07.2024 | 0.09% | 11.62 CHF | 11.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'324'680 CHF | 2'326'680 CHF | 99.97% | 99.97% |
15.07.2024 | 0.08% | 11.83 CHF | 11.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'386'810 CHF | 2'388'810 CHF | 100.00% | 100.00% |
12.07.2024 | 0.08% | 12.12 CHF | 12.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'379'850 CHF | 2'381'850 CHF | 100.00% | 100.00% |