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 | 0.12% | 8.24 CHF | 8.25 CHF | 80'000 | 80'000 | 79'425 | 79'425 | 662'438 CHF | 663'232 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.38 CHF | 8.39 CHF | 79'000 | 79'000 | 79'814 | 79'814 | 665'224 CHF | 666'022 CHF | 99.99% | 99.99% |
11.07.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 80'000 | 80'000 | 79'978 | 79'978 | 660'662 CHF | 661'463 CHF | 99.81% | 99.81% |
10.07.2024 | 0.12% | 8.24 CHF | 8.25 CHF | 80'000 | 80'000 | 80'992 | 80'992 | 664'683 CHF | 665'493 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 81'000 | 81'000 | 80'307 | 80'307 | 661'672 CHF | 662'476 CHF | 99.77% | 99.77% |
08.07.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 81'000 | 81'000 | 80'737 | 80'737 | 663'037 CHF | 663'844 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.17 CHF | 8.18 CHF | 81'000 | 81'000 | 80'891 | 80'891 | 664'203 CHF | 665'012 CHF | 99.80% | 99.80% |
04.07.2024 | 0.12% | 8.22 CHF | 8.23 CHF | 81'000 | 81'000 | 80'708 | 80'708 | 663'342 CHF | 664'150 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 81'000 | 81'000 | 81'000 | 81'000 | 662'242 CHF | 663'052 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 81'000 | 81'000 | 81'604 | 81'604 | 661'788 CHF | 662'604 CHF | 100.00% | 100.00% |