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 | 0.10% | 10.58 CHF | 10.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'035'380 CHF | 1'036'380 CHF | 99.73% | 99.73% |
12.07.2024 | 0.10% | 10.53 CHF | 10.54 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 1'039'740 CHF | 1'040'740 CHF | 98.93% | 98.93% |
11.07.2024 | 0.15% | 11.17 CHF | 11.18 CHF | 100'000 | 100'000 | 95'186 | 95'186 | 1'024'190 CHF | 1'025'260 CHF | 97.13% | 97.13% |
10.07.2024 | 0.09% | 10.57 CHF | 10.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'062'690 CHF | 1'063'690 CHF | 100.00% | 100.00% |
09.07.2024 | 0.09% | 10.34 CHF | 10.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'064'480 CHF | 1'065'480 CHF | 99.99% | 99.99% |
08.07.2024 | 0.09% | 10.65 CHF | 10.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'065'320 CHF | 1'066'320 CHF | 99.99% | 99.99% |
05.07.2024 | 0.10% | 10.82 CHF | 10.83 CHF | 100'000 | 100'000 | 99'967 | 99'967 | 1'038'880 CHF | 1'039'880 CHF | 97.30% | 97.30% |
04.07.2024 | 0.10% | 10.16 CHF | 10.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'013'920 CHF | 1'014'920 CHF | 97.88% | 97.88% |
03.07.2024 | 0.10% | 10.28 CHF | 10.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'004'990 CHF | 1'005'990 CHF | 99.46% | 99.46% |
02.07.2024 | 0.11% | 9.57 CHF | 9.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 930'892 CHF | 931'892 CHF | 99.98% | 99.98% |