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% | 8.43 CHF | 8.44 CHF | 100'000 | 100'000 | 99'280 | 99'280 | 820'100 CHF | 821'094 CHF | 99.75% | 99.75% |
12.07.2024 | 0.12% | 8.24 CHF | 8.25 CHF | 100'000 | 100'000 | 99'063 | 99'061 | 810'435 CHF | 811'409 CHF | 99.97% | 99.97% |
11.07.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 100'000 | 100'000 | 99'088 | 99'086 | 800'527 CHF | 801'507 CHF | 99.59% | 99.59% |
10.07.2024 | 0.13% | 7.99 CHF | 8.00 CHF | 100'000 | 100'000 | 99'238 | 99'238 | 790'460 CHF | 791'454 CHF | 99.59% | 99.59% |
09.07.2024 | 0.13% | 7.76 CHF | 7.77 CHF | 100'000 | 100'000 | 99'121 | 99'121 | 776'890 CHF | 777'882 CHF | 99.75% | 99.75% |
08.07.2024 | 0.13% | 7.94 CHF | 7.95 CHF | 100'000 | 100'000 | 99'061 | 99'059 | 786'725 CHF | 787'706 CHF | 100.00% | 100.00% |
05.07.2024 | 0.13% | 8.04 CHF | 8.05 CHF | 100'000 | 100'000 | 99'272 | 99'272 | 786'683 CHF | 787'676 CHF | 99.57% | 99.57% |
04.07.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 100'000 | 100'000 | 99'293 | 99'293 | 778'984 CHF | 779'977 CHF | 99.74% | 99.74% |
03.07.2024 | 0.13% | 7.90 CHF | 7.91 CHF | 100'000 | 100'000 | 99'061 | 99'060 | 771'552 CHF | 772'534 CHF | 99.88% | 99.88% |
02.07.2024 | 0.13% | 7.62 CHF | 7.63 CHF | 100'000 | 100'000 | 99'049 | 99'049 | 752'952 CHF | 753'944 CHF | 98.66% | 98.66% |