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% | 10.13 CHF | 10.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'000'440 CHF | 2'002'440 CHF | 99.86% | 99.86% |
24.07.2024 | 0.10% | 10.41 CHF | 10.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'094'500 CHF | 2'096'500 CHF | 99.99% | 99.99% |
23.07.2024 | 0.09% | 10.77 CHF | 10.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'159'210 CHF | 2'161'210 CHF | 100.00% | 100.00% |
22.07.2024 | 0.09% | 10.74 CHF | 10.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'128'990 CHF | 2'130'990 CHF | 99.99% | 99.99% |
19.07.2024 | 0.10% | 10.34 CHF | 10.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'084'110 CHF | 2'086'110 CHF | 99.93% | 99.93% |
18.07.2024 | 0.09% | 10.57 CHF | 10.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'135'380 CHF | 2'137'380 CHF | 99.98% | 99.98% |
17.07.2024 | 0.09% | 10.67 CHF | 10.68 CHF | 200'000 | 200'000 | 198'834 | 198'834 | 2'133'390 CHF | 2'135'390 CHF | 99.95% | 99.95% |
16.07.2024 | 0.09% | 11.03 CHF | 11.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'206'090 CHF | 2'208'090 CHF | 99.98% | 99.98% |
15.07.2024 | 0.09% | 11.24 CHF | 11.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'268'330 CHF | 2'270'330 CHF | 100.00% | 100.00% |
12.07.2024 | 0.09% | 11.53 CHF | 11.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'261'460 CHF | 2'263'460 CHF | 100.00% | 100.00% |