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% | 8.47 CHF | 8.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'074'570 CHF | 2'077'070 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'055'010 CHF | 2'057'510 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 250'000 | 250'000 | 249'776 | 249'776 | 2'028'210 CHF | 2'030'710 CHF | 99.98% | 99.98% |
10.07.2024 | 0.12% | 8.03 CHF | 8.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'000'880 CHF | 2'003'380 CHF | 100.00% | 100.00% |
09.07.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 250'000 | 250'000 | 249'941 | 249'941 | 1'968'300 CHF | 1'970'800 CHF | 99.86% | 99.86% |
08.07.2024 | 0.13% | 7.97 CHF | 7.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'994'540 CHF | 1'997'040 CHF | 100.00% | 100.00% |
05.07.2024 | 0.13% | 8.09 CHF | 8.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'991'020 CHF | 1'993'520 CHF | 99.79% | 99.79% |
04.07.2024 | 0.13% | 7.89 CHF | 7.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'971'170 CHF | 1'973'670 CHF | 100.00% | 100.00% |
03.07.2024 | 0.13% | 7.93 CHF | 7.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'956'590 CHF | 1'959'090 CHF | 100.00% | 100.00% |
02.07.2024 | 0.13% | 7.66 CHF | 7.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'909'840 CHF | 1'912'340 CHF | 100.00% | 100.00% |