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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.10% | 9.86 CHF | 9.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'921'480 CHF | 1'923'480 CHF | 99.70% | 99.70% |
12.07.2024 | 0.11% | 9.64 CHF | 9.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'860'230 CHF | 1'862'230 CHF | 99.44% | 99.44% |
11.07.2024 | 0.10% | 9.58 CHF | 9.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'003'940 CHF | 2'005'940 CHF | 99.50% | 99.50% |
10.07.2024 | 0.10% | 9.81 CHF | 9.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'964'980 CHF | 1'966'980 CHF | 99.53% | 99.53% |
09.07.2024 | 0.10% | 9.76 CHF | 9.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'961'260 CHF | 1'963'260 CHF | 99.57% | 99.57% |
08.07.2024 | 0.10% | 9.62 CHF | 9.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'916'050 CHF | 1'918'050 CHF | 99.54% | 99.54% |
05.07.2024 | 0.11% | 9.51 CHF | 9.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'862'800 CHF | 1'864'800 CHF | 99.51% | 99.51% |
04.07.2024 | 0.11% | 9.21 CHF | 9.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'847'390 CHF | 1'849'390 CHF | 99.30% | 99.30% |
03.07.2024 | 0.11% | 9.13 CHF | 9.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'800'940 CHF | 1'802'940 CHF | 99.50% | 99.50% |
02.07.2024 | 0.12% | 8.76 CHF | 8.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'703'460 CHF | 1'705'460 CHF | 99.52% | 99.52% |