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% | 8.44 CHF | 8.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'068'550 CHF | 2'071'050 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'048'930 CHF | 2'051'430 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.32 CHF | 8.33 CHF | 250'000 | 250'000 | 249'777 | 249'777 | 2'022'090 CHF | 2'024'590 CHF | 99.98% | 99.98% |
10.07.2024 | 0.13% | 8.00 CHF | 8.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'994'810 CHF | 1'997'310 CHF | 100.00% | 100.00% |
09.07.2024 | 0.13% | 7.77 CHF | 7.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'962'660 CHF | 1'965'160 CHF | 99.99% | 99.99% |
08.07.2024 | 0.13% | 7.95 CHF | 7.96 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'988'490 CHF | 1'990'990 CHF | 100.00% | 100.00% |
05.07.2024 | 0.13% | 8.06 CHF | 8.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'984'970 CHF | 1'987'470 CHF | 99.80% | 99.80% |
04.07.2024 | 0.13% | 7.87 CHF | 7.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'965'030 CHF | 1'967'530 CHF | 100.00% | 100.00% |
03.07.2024 | 0.13% | 7.91 CHF | 7.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'950'440 CHF | 1'952'940 CHF | 100.00% | 100.00% |
02.07.2024 | 0.13% | 7.64 CHF | 7.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'903'760 CHF | 1'906'260 CHF | 100.00% | 100.00% |