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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.08% | 13.13 CHF | 13.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'290'540 CHF | 1'291'540 CHF | 99.74% | 99.74% |
12.07.2024 | 0.08% | 13.08 CHF | 13.09 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 1'294'930 CHF | 1'295'930 CHF | 98.92% | 98.92% |
11.07.2024 | 0.12% | 13.72 CHF | 13.73 CHF | 100'000 | 100'000 | 95'248 | 95'248 | 1'268'320 CHF | 1'269'390 CHF | 97.03% | 97.03% |
10.07.2024 | 0.08% | 13.13 CHF | 13.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'318'610 CHF | 1'319'610 CHF | 99.99% | 99.99% |
09.07.2024 | 0.08% | 12.90 CHF | 12.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'320'290 CHF | 1'321'290 CHF | 99.94% | 99.94% |
08.07.2024 | 0.08% | 13.21 CHF | 13.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'320'470 CHF | 1'321'470 CHF | 99.99% | 99.99% |
05.07.2024 | 0.08% | 13.37 CHF | 13.38 CHF | 100'000 | 100'000 | 99'967 | 99'967 | 1'294'470 CHF | 1'295'470 CHF | 97.36% | 97.36% |
04.07.2024 | 0.08% | 12.72 CHF | 12.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'270'120 CHF | 1'271'120 CHF | 97.81% | 97.81% |
03.07.2024 | 0.08% | 12.84 CHF | 12.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'261'730 CHF | 1'262'730 CHF | 99.45% | 99.45% |
02.07.2024 | 0.08% | 12.14 CHF | 12.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'187'970 CHF | 1'188'970 CHF | 99.94% | 99.94% |