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% | 8.79 CHF | 8.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'155'070 CHF | 2'157'570 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.61 CHF | 8.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'135'560 CHF | 2'138'060 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.67 CHF | 8.68 CHF | 250'000 | 250'000 | 249'772 | 249'772 | 2'108'660 CHF | 2'111'160 CHF | 99.98% | 99.98% |
10.07.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'081'640 CHF | 2'084'140 CHF | 99.99% | 99.99% |
09.07.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'049'460 CHF | 2'051'960 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'075'050 CHF | 2'077'550 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.41 CHF | 8.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'071'660 CHF | 2'074'160 CHF | 99.78% | 99.78% |
04.07.2024 | 0.12% | 8.21 CHF | 8.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'051'940 CHF | 2'054'440 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'037'560 CHF | 2'040'060 CHF | 100.00% | 100.00% |
02.07.2024 | 0.13% | 7.98 CHF | 7.99 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'990'950 CHF | 1'993'450 CHF | 99.99% | 99.99% |