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 | 0.36% | 8.21 CHF | 8.24 CHF | 57'000 | 57'000 | 57'000 | 57'000 | 468'664 CHF | 470'374 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 8.64 CHF | 8.67 CHF | 56'200 | 56'200 | 56'200 | 56'200 | 491'805 CHF | 493'491 CHF | 99.99% | 99.99% |
11.07.2024 | 0.36% | 8.45 CHF | 8.48 CHF | 57'200 | 57'200 | 57'200 | 57'200 | 475'319 CHF | 477'035 CHF | 99.96% | 99.96% |
10.07.2024 | 0.37% | 8.31 CHF | 8.34 CHF | 58'700 | 58'700 | 58'700 | 58'700 | 469'018 CHF | 470'779 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 8.32 CHF | 8.35 CHF | 56'700 | 56'700 | 56'637 | 56'637 | 464'343 CHF | 466'044 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 8.50 CHF | 8.53 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 461'839 CHF | 463'489 CHF | 99.98% | 99.98% |
05.07.2024 | 0.33% | 9.21 CHF | 9.24 CHF | 53'600 | 53'600 | 53'600 | 53'600 | 485'147 CHF | 486'755 CHF | 99.99% | 99.99% |
04.07.2024 | 0.34% | 9.04 CHF | 9.07 CHF | 53'600 | 53'600 | 53'600 | 53'600 | 473'033 CHF | 474'641 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 8.63 CHF | 8.66 CHF | 55'600 | 55'600 | 55'600 | 55'600 | 481'920 CHF | 483'588 CHF | 100.00% | 100.00% |
02.07.2024 | 0.33% | 8.85 CHF | 8.88 CHF | 54'500 | 54'500 | 54'500 | 54'500 | 493'945 CHF | 495'580 CHF | 99.98% | 99.98% |