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 | 0.12% | 8.43 CHF | 8.44 CHF | 75'000 | 75'000 | 74'290 | 74'290 | 622'171 CHF | 622'915 CHF | 98.75% | 98.75% |
24.07.2024 | 0.12% | 8.65 CHF | 8.66 CHF | 75'000 | 75'000 | 74'295 | 74'295 | 643'630 CHF | 644'374 CHF | 99.89% | 99.89% |
23.07.2024 | 0.11% | 8.81 CHF | 8.82 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 656'318 CHF | 657'061 CHF | 100.00% | 100.00% |
22.07.2024 | 0.11% | 8.87 CHF | 8.88 CHF | 75'000 | 75'000 | 74'290 | 74'290 | 654'805 CHF | 655'548 CHF | 99.06% | 99.06% |
19.07.2024 | 0.12% | 8.59 CHF | 8.60 CHF | 75'000 | 75'000 | 74'293 | 74'289 | 642'831 CHF | 643'541 CHF | 98.95% | 98.95% |
18.07.2024 | 0.11% | 8.79 CHF | 8.80 CHF | 75'000 | 75'000 | 74'291 | 74'291 | 655'332 CHF | 656'075 CHF | 99.26% | 99.26% |
17.07.2024 | 0.11% | 8.93 CHF | 8.94 CHF | 75'000 | 75'000 | 74'294 | 74'294 | 658'631 CHF | 659'375 CHF | 99.70% | 99.70% |
16.07.2024 | 0.12% | 8.81 CHF | 8.82 CHF | 75'000 | 75'000 | 74'307 | 74'307 | 647'854 CHF | 648'598 CHF | 99.56% | 99.56% |
15.07.2024 | 0.11% | 8.86 CHF | 8.87 CHF | 75'000 | 75'000 | 74'298 | 74'294 | 669'464 CHF | 670'170 CHF | 99.99% | 99.99% |
12.07.2024 | 0.11% | 9.03 CHF | 9.04 CHF | 75'000 | 75'000 | 74'299 | 74'299 | 664'074 CHF | 664'818 CHF | 100.00% | 100.00% |