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% | 9.84 CHF | 9.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'942'390 CHF | 1'944'390 CHF | 99.85% | 99.85% |
24.07.2024 | 0.10% | 10.12 CHF | 10.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'036'030 CHF | 2'038'030 CHF | 100.00% | 100.00% |
23.07.2024 | 0.10% | 10.47 CHF | 10.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'100'340 CHF | 2'102'340 CHF | 100.00% | 100.00% |
22.07.2024 | 0.10% | 10.44 CHF | 10.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'070'160 CHF | 2'072'160 CHF | 99.98% | 99.98% |
19.07.2024 | 0.10% | 10.04 CHF | 10.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'025'220 CHF | 2'027'220 CHF | 99.95% | 99.95% |
18.07.2024 | 0.10% | 10.27 CHF | 10.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'076'690 CHF | 2'078'690 CHF | 99.99% | 99.99% |
17.07.2024 | 0.10% | 10.37 CHF | 10.38 CHF | 200'000 | 200'000 | 198'834 | 198'834 | 2'074'810 CHF | 2'076'810 CHF | 99.98% | 99.98% |
16.07.2024 | 0.09% | 10.73 CHF | 10.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'146'840 CHF | 2'148'840 CHF | 99.98% | 99.98% |
15.07.2024 | 0.09% | 10.94 CHF | 10.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'209'050 CHF | 2'211'050 CHF | 99.99% | 99.99% |
12.07.2024 | 0.09% | 11.23 CHF | 11.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'202'250 CHF | 2'204'250 CHF | 99.98% | 99.98% |