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% | 10.57 CHF | 10.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'034'360 CHF | 1'035'360 CHF | 99.74% | 99.74% |
12.07.2024 | 0.10% | 10.52 CHF | 10.53 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 1'038'720 CHF | 1'039'720 CHF | 98.92% | 98.92% |
11.07.2024 | 0.15% | 11.16 CHF | 11.17 CHF | 100'000 | 100'000 | 95'205 | 95'205 | 1'023'430 CHF | 1'024'500 CHF | 97.12% | 97.12% |
10.07.2024 | 0.09% | 10.56 CHF | 10.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'061'670 CHF | 1'062'670 CHF | 100.00% | 100.00% |
09.07.2024 | 0.09% | 10.33 CHF | 10.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'063'450 CHF | 1'064'450 CHF | 100.00% | 100.00% |
08.07.2024 | 0.09% | 10.64 CHF | 10.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'064'300 CHF | 1'065'300 CHF | 99.99% | 99.99% |
05.07.2024 | 0.10% | 10.81 CHF | 10.82 CHF | 100'000 | 100'000 | 99'967 | 99'967 | 1'037'840 CHF | 1'038'840 CHF | 97.27% | 97.27% |
04.07.2024 | 0.10% | 10.15 CHF | 10.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'012'900 CHF | 1'013'900 CHF | 97.88% | 97.88% |
03.07.2024 | 0.10% | 10.27 CHF | 10.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'003'960 CHF | 1'004'960 CHF | 99.44% | 99.44% |
02.07.2024 | 0.11% | 9.56 CHF | 9.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 929'852 CHF | 930'852 CHF | 99.93% | 99.93% |