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 | 0.77% | 9.29 CHF | 9.32 CHF | 150'000 | 150'000 | 122'976 | 122'976 | 1'173'450 CHF | 1'177'500 CHF | 99.92% | 99.92% |
24.07.2024 | 0.73% | 10.30 CHF | 10.33 CHF | 150'000 | 150'000 | 123'026 | 123'026 | 1'261'770 CHF | 1'265'830 CHF | 99.98% | 99.98% |
23.07.2024 | 0.74% | 10.18 CHF | 10.21 CHF | 150'000 | 150'000 | 123'038 | 123'038 | 1'258'140 CHF | 1'262'200 CHF | 100.00% | 100.00% |
22.07.2024 | 0.80% | 10.13 CHF | 10.16 CHF | 150'000 | 150'000 | 123'005 | 123'005 | 1'199'080 CHF | 1'203'130 CHF | 100.00% | 100.00% |
19.07.2024 | 0.76% | 9.65 CHF | 9.68 CHF | 150'000 | 150'000 | 123'041 | 123'041 | 1'235'430 CHF | 1'239'490 CHF | 99.99% | 99.99% |
18.07.2024 | 0.81% | 9.73 CHF | 9.76 CHF | 150'000 | 150'000 | 122'989 | 122'989 | 1'164'080 CHF | 1'168'140 CHF | 99.99% | 99.99% |
17.07.2024 | 0.79% | 9.32 CHF | 9.35 CHF | 150'000 | 150'000 | 123'026 | 123'026 | 1'144'540 CHF | 1'148'600 CHF | 99.51% | 99.51% |
16.07.2024 | 0.71% | 9.65 CHF | 9.68 CHF | 150'000 | 150'000 | 122'991 | 122'991 | 1'268'230 CHF | 1'272'280 CHF | 100.00% | 100.00% |
15.07.2024 | 0.73% | 10.51 CHF | 10.54 CHF | 150'000 | 150'000 | 123'018 | 123'018 | 1'241'640 CHF | 1'245'700 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 10.49 CHF | 10.52 CHF | 150'000 | 150'000 | 123'025 | 123'025 | 1'311'400 CHF | 1'315'460 CHF | 100.00% | 100.00% |