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 | 0.13% | 8.05 CHF | 8.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'970'030 CHF | 1'972'530 CHF | 100.00% | 100.00% |
12.07.2024 | 0.13% | 7.87 CHF | 7.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'950'470 CHF | 1'952'970 CHF | 100.00% | 100.00% |
11.07.2024 | 0.13% | 7.93 CHF | 7.94 CHF | 250'000 | 250'000 | 249'776 | 249'776 | 1'923'620 CHF | 1'926'120 CHF | 99.97% | 99.97% |
10.07.2024 | 0.13% | 7.61 CHF | 7.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'896'060 CHF | 1'898'560 CHF | 100.00% | 100.00% |
09.07.2024 | 0.13% | 7.38 CHF | 7.39 CHF | 250'000 | 250'000 | 249'941 | 249'941 | 1'863'550 CHF | 1'866'050 CHF | 99.86% | 99.86% |
08.07.2024 | 0.13% | 7.56 CHF | 7.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'890'050 CHF | 1'892'550 CHF | 100.00% | 100.00% |
05.07.2024 | 0.13% | 7.67 CHF | 7.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'886'290 CHF | 1'888'790 CHF | 99.80% | 99.80% |
04.07.2024 | 0.13% | 7.47 CHF | 7.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'866'240 CHF | 1'868'740 CHF | 100.00% | 100.00% |
03.07.2024 | 0.13% | 7.51 CHF | 7.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'851'450 CHF | 1'853'950 CHF | 100.00% | 100.00% |
02.07.2024 | 0.14% | 7.24 CHF | 7.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'804'540 CHF | 1'807'040 CHF | 99.99% | 99.99% |