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% | 8.64 CHF | 8.65 CHF | 70'000 | 70'000 | 69'343 | 69'343 | 609'996 CHF | 610'690 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.82 CHF | 8.83 CHF | 70'000 | 70'000 | 69'345 | 69'345 | 604'951 CHF | 605'645 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.60 CHF | 8.61 CHF | 70'000 | 70'000 | 69'339 | 69'339 | 594'793 CHF | 595'487 CHF | 99.20% | 99.20% |
10.07.2024 | 0.12% | 8.37 CHF | 8.38 CHF | 70'000 | 70'000 | 69'348 | 69'348 | 570'580 CHF | 571'274 CHF | 99.79% | 99.79% |
09.07.2024 | 0.12% | 8.17 CHF | 8.18 CHF | 70'000 | 70'000 | 69'344 | 69'343 | 573'863 CHF | 574'543 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.19 CHF | 8.20 CHF | 70'000 | 70'000 | 69'347 | 69'347 | 568'535 CHF | 569'229 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.11 CHF | 8.12 CHF | 70'000 | 70'000 | 69'343 | 69'340 | 571'431 CHF | 572'104 CHF | 99.81% | 99.81% |
04.07.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 70'000 | 70'000 | 69'344 | 69'344 | 569'095 CHF | 569'789 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.16 CHF | 8.17 CHF | 70'000 | 70'000 | 69'344 | 69'344 | 565'341 CHF | 566'035 CHF | 100.00% | 100.00% |
02.07.2024 | 0.13% | 8.11 CHF | 8.12 CHF | 70'000 | 70'000 | 69'344 | 69'340 | 554'331 CHF | 554'993 CHF | 99.75% | 99.75% |