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% | 8.75 CHF | 8.76 CHF | 125'000 | 125'000 | 44'223 | 44'223 | 378'455 CHF | 378'899 CHF | 99.97% | 99.97% |
12.07.2024 | 0.12% | 8.53 CHF | 8.54 CHF | 130'000 | 130'000 | 45'230 | 45'230 | 385'588 CHF | 386'041 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.62 CHF | 8.63 CHF | 125'000 | 125'000 | 43'238 | 43'238 | 380'232 CHF | 380'666 CHF | 100.00% | 100.00% |
10.07.2024 | 0.11% | 8.96 CHF | 8.97 CHF | 125'000 | 125'000 | 42'389 | 42'389 | 384'943 CHF | 385'367 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 9.29 CHF | 9.30 CHF | 120'000 | 120'000 | 41'559 | 41'559 | 382'612 CHF | 383'029 CHF | 99.99% | 99.99% |
08.07.2024 | 0.11% | 9.15 CHF | 9.16 CHF | 120'000 | 120'000 | 41'705 | 41'705 | 381'368 CHF | 381'786 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 9.29 CHF | 9.30 CHF | 120'000 | 120'000 | 41'444 | 41'444 | 379'218 CHF | 379'633 CHF | 99.81% | 99.81% |
04.07.2024 | 0.16% | 9.09 CHF | 9.12 CHF | 12'000 | 12'000 | 18'344 | 18'344 | 166'500 CHF | 166'735 CHF | 99.49% | 99.49% |
03.07.2024 | 0.11% | 9.07 CHF | 9.08 CHF | 120'000 | 120'000 | 42'354 | 42'354 | 383'834 CHF | 384'258 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 9.09 CHF | 9.10 CHF | 120'000 | 120'000 | 43'194 | 43'194 | 387'666 CHF | 388'098 CHF | 99.97% | 99.97% |