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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.69% | 10.35 CHF | 10.38 CHF | 150'000 | 150'000 | 122'961 | 122'961 | 1'302'990 CHF | 1'307'040 CHF | 99.87% | 99.87% |
24.07.2024 | 0.67% | 11.36 CHF | 11.39 CHF | 150'000 | 150'000 | 123'028 | 123'028 | 1'392'440 CHF | 1'396'500 CHF | 99.99% | 99.99% |
23.07.2024 | 0.67% | 11.25 CHF | 11.28 CHF | 150'000 | 150'000 | 123'040 | 123'040 | 1'389'620 CHF | 1'393'680 CHF | 100.00% | 100.00% |
22.07.2024 | 0.72% | 11.20 CHF | 11.23 CHF | 150'000 | 150'000 | 123'002 | 123'002 | 1'330'040 CHF | 1'334'100 CHF | 99.99% | 99.99% |
19.07.2024 | 0.68% | 10.72 CHF | 10.75 CHF | 150'000 | 150'000 | 123'037 | 123'037 | 1'366'500 CHF | 1'370'560 CHF | 99.97% | 99.97% |
18.07.2024 | 0.73% | 10.79 CHF | 10.82 CHF | 150'000 | 150'000 | 122'991 | 122'991 | 1'294'440 CHF | 1'298'500 CHF | 100.00% | 100.00% |
17.07.2024 | 0.71% | 10.38 CHF | 10.41 CHF | 150'000 | 150'000 | 122'854 | 122'854 | 1'273'490 CHF | 1'277'550 CHF | 99.63% | 99.63% |
16.07.2024 | 0.64% | 10.72 CHF | 10.75 CHF | 150'000 | 150'000 | 123'043 | 123'043 | 1'400'880 CHF | 1'404'930 CHF | 99.99% | 99.99% |
15.07.2024 | 0.66% | 11.58 CHF | 11.61 CHF | 150'000 | 150'000 | 123'035 | 123'035 | 1'373'650 CHF | 1'377'710 CHF | 99.99% | 99.99% |
12.07.2024 | 0.64% | 11.56 CHF | 11.59 CHF | 150'000 | 150'000 | 123'046 | 123'046 | 1'443'620 CHF | 1'447'670 CHF | 100.00% | 100.00% |