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% | 10.28 CHF | 10.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'029'490 CHF | 2'031'490 CHF | 99.89% | 99.89% |
24.07.2024 | 0.09% | 10.56 CHF | 10.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'123'810 CHF | 2'125'810 CHF | 100.00% | 100.00% |
23.07.2024 | 0.09% | 10.92 CHF | 10.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'188'710 CHF | 2'190'710 CHF | 100.00% | 100.00% |
22.07.2024 | 0.09% | 10.88 CHF | 10.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'158'380 CHF | 2'160'380 CHF | 99.98% | 99.98% |
19.07.2024 | 0.09% | 10.48 CHF | 10.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'113'480 CHF | 2'115'480 CHF | 99.95% | 99.95% |
18.07.2024 | 0.09% | 10.71 CHF | 10.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'164'740 CHF | 2'166'740 CHF | 99.99% | 99.99% |
17.07.2024 | 0.09% | 10.81 CHF | 10.82 CHF | 200'000 | 200'000 | 198'825 | 198'825 | 2'162'600 CHF | 2'164'600 CHF | 99.93% | 99.93% |
16.07.2024 | 0.09% | 11.17 CHF | 11.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'235'700 CHF | 2'237'700 CHF | 99.99% | 99.99% |
15.07.2024 | 0.09% | 11.39 CHF | 11.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'297'950 CHF | 2'299'950 CHF | 99.99% | 99.99% |
12.07.2024 | 0.09% | 11.68 CHF | 11.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'291'050 CHF | 2'293'050 CHF | 99.99% | 99.99% |