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 | 0.09% | 11.18 CHF | 11.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'095'640 CHF | 1'096'640 CHF | 99.77% | 99.77% |
12.07.2024 | 0.09% | 11.13 CHF | 11.14 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 1'100'010 CHF | 1'101'010 CHF | 98.93% | 98.93% |
11.07.2024 | 0.14% | 11.77 CHF | 11.78 CHF | 100'000 | 100'000 | 95'185 | 95'185 | 1'081'650 CHF | 1'082'720 CHF | 97.15% | 97.15% |
10.07.2024 | 0.09% | 11.17 CHF | 11.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'123'140 CHF | 1'124'140 CHF | 100.00% | 100.00% |
09.07.2024 | 0.09% | 10.95 CHF | 10.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'124'900 CHF | 1'125'900 CHF | 99.99% | 99.99% |
08.07.2024 | 0.09% | 11.26 CHF | 11.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'125'580 CHF | 1'126'580 CHF | 99.99% | 99.99% |
05.07.2024 | 0.09% | 11.42 CHF | 11.43 CHF | 100'000 | 100'000 | 99'967 | 99'967 | 1'099'250 CHF | 1'100'250 CHF | 97.37% | 97.37% |
04.07.2024 | 0.09% | 10.77 CHF | 10.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'074'440 CHF | 1'075'440 CHF | 97.83% | 97.83% |
03.07.2024 | 0.09% | 10.89 CHF | 10.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'065'600 CHF | 1'066'600 CHF | 99.42% | 99.42% |
02.07.2024 | 0.10% | 10.18 CHF | 10.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 991'596 CHF | 992'596 CHF | 99.98% | 99.98% |