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% | 8.09 CHF | 8.10 CHF | 63'000 | 63'000 | 62'303 | 62'303 | 507'534 CHF | 508'157 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.11 CHF | 8.12 CHF | 63'000 | 63'000 | 62'275 | 62'275 | 505'434 CHF | 506'057 CHF | 99.99% | 99.99% |
11.07.2024 | 0.12% | 8.11 CHF | 8.12 CHF | 63'000 | 63'000 | 62'107 | 62'107 | 506'110 CHF | 506'732 CHF | 99.98% | 99.98% |
10.07.2024 | 0.12% | 8.07 CHF | 8.08 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 506'532 CHF | 507'162 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.00 CHF | 8.01 CHF | 63'000 | 63'000 | 63'010 | 63'010 | 505'164 CHF | 505'794 CHF | 100.00% | 100.00% |
08.07.2024 | 0.13% | 7.98 CHF | 7.99 CHF | 63'000 | 63'000 | 63'254 | 63'254 | 504'172 CHF | 504'804 CHF | 100.00% | 100.00% |
05.07.2024 | 0.13% | 7.90 CHF | 7.91 CHF | 64'000 | 64'000 | 63'823 | 63'823 | 505'677 CHF | 506'315 CHF | 100.00% | 100.00% |
04.07.2024 | 0.13% | 8.00 CHF | 8.01 CHF | 63'000 | 63'000 | 63'065 | 63'065 | 504'041 CHF | 504'672 CHF | 100.00% | 100.00% |
03.07.2024 | 0.13% | 7.94 CHF | 7.95 CHF | 64'000 | 64'000 | 63'879 | 63'879 | 506'622 CHF | 507'260 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.01 CHF | 8.02 CHF | 63'000 | 63'000 | 63'005 | 63'005 | 504'637 CHF | 505'267 CHF | 99.99% | 99.99% |