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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.13% | 7.84 CHF | 7.85 CHF | 321'500 | 321'500 | 321'500 | 321'500 | 2'520'860 CHF | 2'524'070 CHF | 99.96% | 99.96% |
24.07.2024 | 0.13% | 7.97 CHF | 7.98 CHF | 320'900 | 320'900 | 320'900 | 320'900 | 2'558'620 CHF | 2'561'830 CHF | 99.82% | 99.82% |
23.07.2024 | 0.12% | 8.05 CHF | 8.06 CHF | 315'500 | 315'500 | 315'500 | 315'500 | 2'557'370 CHF | 2'560'530 CHF | 100.00% | 100.00% |
22.07.2024 | 0.12% | 8.17 CHF | 8.18 CHF | 318'000 | 318'000 | 318'000 | 318'000 | 2'582'620 CHF | 2'585'800 CHF | 100.00% | 100.00% |
19.07.2024 | 0.12% | 8.11 CHF | 8.12 CHF | 325'700 | 325'700 | 325'700 | 325'700 | 2'629'470 CHF | 2'632'730 CHF | 99.99% | 99.99% |
18.07.2024 | 0.12% | 7.93 CHF | 7.94 CHF | 323'600 | 323'600 | 323'600 | 323'600 | 2'591'380 CHF | 2'594'610 CHF | 100.00% | 100.00% |
17.07.2024 | 0.13% | 8.00 CHF | 8.01 CHF | 322'000 | 322'000 | 320'604 | 320'604 | 2'571'880 CHF | 2'575'100 CHF | 100.00% | 100.00% |
16.07.2024 | 0.12% | 8.08 CHF | 8.09 CHF | 315'900 | 315'900 | 315'813 | 315'813 | 2'559'500 CHF | 2'562'660 CHF | 100.00% | 100.00% |
15.07.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 312'600 | 312'600 | 312'600 | 312'600 | 2'582'400 CHF | 2'585'520 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 317'300 | 317'300 | 317'300 | 317'300 | 2'642'350 CHF | 2'645'520 CHF | 100.00% | 100.00% |