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% | 8.62 CHF | 8.63 CHF | 125'000 | 125'000 | 44'211 | 44'211 | 372'485 CHF | 372'929 CHF | 99.99% | 99.99% |
12.07.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 130'000 | 130'000 | 45'231 | 45'231 | 379'620 CHF | 380'073 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.49 CHF | 8.50 CHF | 125'000 | 125'000 | 43'237 | 43'237 | 374'481 CHF | 374'915 CHF | 100.00% | 100.00% |
10.07.2024 | 0.11% | 8.83 CHF | 8.84 CHF | 125'000 | 125'000 | 42'387 | 42'387 | 379'283 CHF | 379'708 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 9.15 CHF | 9.16 CHF | 120'000 | 120'000 | 41'537 | 41'537 | 376'896 CHF | 377'312 CHF | 99.99% | 99.99% |
08.07.2024 | 0.11% | 9.02 CHF | 9.03 CHF | 120'000 | 120'000 | 41'707 | 41'707 | 375'857 CHF | 376'274 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 9.16 CHF | 9.17 CHF | 120'000 | 120'000 | 41'441 | 41'441 | 373'682 CHF | 374'097 CHF | 99.81% | 99.81% |
04.07.2024 | 0.16% | 8.95 CHF | 8.98 CHF | 12'000 | 12'000 | 18'344 | 18'344 | 164'055 CHF | 164'290 CHF | 99.49% | 99.49% |
03.07.2024 | 0.11% | 8.94 CHF | 8.95 CHF | 120'000 | 120'000 | 42'355 | 42'355 | 378'204 CHF | 378'628 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.96 CHF | 8.97 CHF | 120'000 | 120'000 | 43'221 | 43'221 | 382'122 CHF | 382'555 CHF | 100.00% | 100.00% |