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 | 0.73% | 9.77 CHF | 9.80 CHF | 150'000 | 150'000 | 122'961 | 122'961 | 1'232'820 CHF | 1'236'880 CHF | 99.88% | 99.88% |
24.07.2024 | 0.70% | 10.78 CHF | 10.81 CHF | 150'000 | 150'000 | 123'026 | 123'026 | 1'321'730 CHF | 1'325'790 CHF | 99.99% | 99.99% |
23.07.2024 | 0.70% | 10.68 CHF | 10.71 CHF | 150'000 | 150'000 | 123'040 | 123'040 | 1'318'480 CHF | 1'322'540 CHF | 100.00% | 100.00% |
22.07.2024 | 0.76% | 10.62 CHF | 10.65 CHF | 150'000 | 150'000 | 123'002 | 123'002 | 1'259'140 CHF | 1'263'190 CHF | 99.99% | 99.99% |
19.07.2024 | 0.72% | 10.14 CHF | 10.17 CHF | 150'000 | 150'000 | 123'034 | 123'034 | 1'295'520 CHF | 1'299'580 CHF | 99.97% | 99.97% |
18.07.2024 | 0.77% | 10.22 CHF | 10.25 CHF | 150'000 | 150'000 | 122'989 | 122'989 | 1'223'910 CHF | 1'227'960 CHF | 99.99% | 99.99% |
17.07.2024 | 0.75% | 9.80 CHF | 9.83 CHF | 150'000 | 150'000 | 123'010 | 123'010 | 1'204'350 CHF | 1'208'420 CHF | 99.50% | 99.50% |
16.07.2024 | 0.68% | 10.14 CHF | 10.17 CHF | 150'000 | 150'000 | 123'048 | 123'048 | 1'329'400 CHF | 1'333'460 CHF | 100.00% | 100.00% |
15.07.2024 | 0.70% | 11.00 CHF | 11.03 CHF | 150'000 | 150'000 | 123'015 | 123'015 | 1'302'070 CHF | 1'306'130 CHF | 99.99% | 99.99% |
12.07.2024 | 0.67% | 10.98 CHF | 11.01 CHF | 150'000 | 150'000 | 123'025 | 123'025 | 1'371'930 CHF | 1'375'990 CHF | 100.00% | 100.00% |