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% | 9.80 CHF | 9.83 CHF | 150'000 | 150'000 | 122'958 | 122'958 | 1'236'280 CHF | 1'240'330 CHF | 99.82% | 99.82% |
24.07.2024 | 0.70% | 10.81 CHF | 10.84 CHF | 150'000 | 150'000 | 123'029 | 123'029 | 1'325'280 CHF | 1'329'330 CHF | 99.99% | 99.99% |
23.07.2024 | 0.70% | 10.70 CHF | 10.73 CHF | 150'000 | 150'000 | 123'038 | 123'038 | 1'321'980 CHF | 1'326'040 CHF | 100.00% | 100.00% |
22.07.2024 | 0.76% | 10.65 CHF | 10.68 CHF | 150'000 | 150'000 | 123'002 | 123'002 | 1'262'650 CHF | 1'266'710 CHF | 99.99% | 99.99% |
19.07.2024 | 0.72% | 10.17 CHF | 10.20 CHF | 150'000 | 150'000 | 123'035 | 123'035 | 1'299'040 CHF | 1'303'100 CHF | 99.96% | 99.96% |
18.07.2024 | 0.77% | 10.24 CHF | 10.27 CHF | 150'000 | 150'000 | 122'989 | 122'989 | 1'227'390 CHF | 1'231'450 CHF | 99.99% | 99.99% |
17.07.2024 | 0.75% | 9.83 CHF | 9.86 CHF | 150'000 | 150'000 | 123'038 | 123'038 | 1'208'120 CHF | 1'212'180 CHF | 99.50% | 99.50% |
16.07.2024 | 0.68% | 10.17 CHF | 10.20 CHF | 150'000 | 150'000 | 122'871 | 122'871 | 1'330'880 CHF | 1'334'940 CHF | 99.56% | 99.56% |
15.07.2024 | 0.70% | 11.03 CHF | 11.06 CHF | 150'000 | 150'000 | 123'013 | 123'013 | 1'305'610 CHF | 1'309'670 CHF | 99.98% | 99.98% |
12.07.2024 | 0.67% | 11.01 CHF | 11.04 CHF | 150'000 | 150'000 | 123'026 | 123'026 | 1'375'460 CHF | 1'379'520 CHF | 100.00% | 100.00% |