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% | 11.53 CHF | 11.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'130'510 CHF | 1'131'510 CHF | 99.74% | 99.74% |
12.07.2024 | 0.09% | 11.48 CHF | 11.49 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 1'134'880 CHF | 1'135'880 CHF | 98.93% | 98.93% |
11.07.2024 | 0.14% | 12.12 CHF | 12.13 CHF | 100'000 | 100'000 | 95'206 | 95'206 | 1'115'150 CHF | 1'116'220 CHF | 97.13% | 97.13% |
10.07.2024 | 0.09% | 11.52 CHF | 11.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'158'110 CHF | 1'159'110 CHF | 100.00% | 100.00% |
09.07.2024 | 0.09% | 11.29 CHF | 11.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'159'870 CHF | 1'160'870 CHF | 99.99% | 99.99% |
08.07.2024 | 0.09% | 11.60 CHF | 11.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'160'450 CHF | 1'161'450 CHF | 99.99% | 99.99% |
05.07.2024 | 0.09% | 11.77 CHF | 11.78 CHF | 100'000 | 100'000 | 99'967 | 99'967 | 1'134'150 CHF | 1'135'150 CHF | 97.25% | 97.25% |
04.07.2024 | 0.09% | 11.12 CHF | 11.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'109'450 CHF | 1'110'450 CHF | 97.87% | 97.87% |
03.07.2024 | 0.09% | 11.24 CHF | 11.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'100'700 CHF | 1'101'700 CHF | 99.35% | 99.35% |
02.07.2024 | 0.10% | 10.53 CHF | 10.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'026'720 CHF | 1'027'720 CHF | 99.94% | 99.94% |