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 | 0.71% | 10.12 CHF | 10.15 CHF | 150'000 | 150'000 | 122'963 | 122'963 | 1'275'540 CHF | 1'279'590 CHF | 99.88% | 99.88% |
24.07.2024 | 0.68% | 11.13 CHF | 11.16 CHF | 150'000 | 150'000 | 123'029 | 123'029 | 1'364'800 CHF | 1'368'860 CHF | 99.99% | 99.99% |
23.07.2024 | 0.68% | 11.03 CHF | 11.06 CHF | 150'000 | 150'000 | 123'038 | 123'038 | 1'361'760 CHF | 1'365'810 CHF | 100.00% | 100.00% |
22.07.2024 | 0.74% | 10.97 CHF | 11.00 CHF | 150'000 | 150'000 | 123'005 | 123'005 | 1'302'300 CHF | 1'306'350 CHF | 100.00% | 100.00% |
19.07.2024 | 0.70% | 10.49 CHF | 10.52 CHF | 150'000 | 150'000 | 123'041 | 123'041 | 1'338'760 CHF | 1'342'810 CHF | 99.99% | 99.99% |
18.07.2024 | 0.74% | 10.56 CHF | 10.59 CHF | 150'000 | 150'000 | 122'987 | 122'987 | 1'266'830 CHF | 1'270'880 CHF | 99.99% | 99.99% |
17.07.2024 | 0.73% | 10.15 CHF | 10.18 CHF | 150'000 | 150'000 | 122'967 | 122'967 | 1'247'000 CHF | 1'251'060 CHF | 99.54% | 99.54% |
16.07.2024 | 0.66% | 10.49 CHF | 10.52 CHF | 150'000 | 150'000 | 123'049 | 123'049 | 1'372'960 CHF | 1'377'020 CHF | 100.00% | 100.00% |
15.07.2024 | 0.68% | 11.35 CHF | 11.38 CHF | 150'000 | 150'000 | 123'018 | 123'018 | 1'345'510 CHF | 1'349'570 CHF | 100.00% | 100.00% |
12.07.2024 | 0.65% | 11.33 CHF | 11.36 CHF | 150'000 | 150'000 | 123'045 | 123'045 | 1'415'620 CHF | 1'419'670 CHF | 100.00% | 100.00% |