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% | 10.92 CHF | 10.93 CHF | 128'700 | 128'700 | 130'560 | 130'560 | 1'381'970 CHF | 1'383'270 CHF | 99.99% | 99.99% |
12.07.2024 | 0.10% | 10.55 CHF | 10.56 CHF | 130'800 | 130'800 | 130'448 | 130'448 | 1'359'840 CHF | 1'361'150 CHF | 100.00% | 100.00% |
11.07.2024 | 0.10% | 10.68 CHF | 10.69 CHF | 130'400 | 130'400 | 133'842 | 133'842 | 1'368'960 CHF | 1'370'300 CHF | 99.88% | 99.88% |
10.07.2024 | 0.10% | 10.03 CHF | 10.04 CHF | 134'300 | 134'300 | 136'679 | 136'679 | 1'366'610 CHF | 1'367'970 CHF | 99.99% | 99.99% |
09.07.2024 | 0.10% | 9.61 CHF | 9.62 CHF | 137'000 | 137'000 | 135'427 | 135'427 | 1'321'530 CHF | 1'322'880 CHF | 99.99% | 99.99% |
08.07.2024 | 0.10% | 9.95 CHF | 9.96 CHF | 135'400 | 135'400 | 134'855 | 134'855 | 1'343'530 CHF | 1'344'880 CHF | 100.00% | 100.00% |
05.07.2024 | 0.10% | 10.15 CHF | 10.16 CHF | 134'800 | 134'800 | 137'830 | 137'830 | 1'367'690 CHF | 1'369'060 CHF | 99.78% | 99.78% |
04.07.2024 | 0.10% | 9.78 CHF | 9.79 CHF | 138'200 | 138'200 | 137'759 | 137'759 | 1'345'170 CHF | 1'346'550 CHF | 100.00% | 100.00% |
03.07.2024 | 0.10% | 9.85 CHF | 9.86 CHF | 137'700 | 137'700 | 142'214 | 142'214 | 1'372'100 CHF | 1'373'530 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 9.35 CHF | 9.36 CHF | 142'800 | 142'800 | 143'155 | 143'155 | 1'332'640 CHF | 1'334'070 CHF | 99.98% | 99.98% |