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 | 0.11% | 8.84 CHF | 8.85 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'321'720 CHF | 1'323'220 CHF | 100.00% | 100.00% |
12.07.2024 | 0.11% | 8.85 CHF | 8.86 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'313'810 CHF | 1'315'310 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 150'000 | 150'000 | 149'869 | 149'869 | 1'336'310 CHF | 1'337'810 CHF | 99.97% | 99.97% |
10.07.2024 | 0.11% | 8.94 CHF | 8.95 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'332'520 CHF | 1'334'020 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 8.72 CHF | 8.73 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'310'560 CHF | 1'312'060 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.59 CHF | 8.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'285'530 CHF | 1'287'030 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.60 CHF | 8.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'287'440 CHF | 1'288'940 CHF | 99.92% | 99.92% |
04.07.2024 | 0.12% | 8.58 CHF | 8.59 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'287'010 CHF | 1'288'510 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.49 CHF | 8.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'272'850 CHF | 1'274'350 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.36 CHF | 8.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'248'840 CHF | 1'250'340 CHF | 100.00% | 100.00% |