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% | 8.40 CHF | 8.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'503'730 CHF | 2'506'730 CHF | 99.92% | 99.92% |
24.07.2024 | 0.12% | 8.62 CHF | 8.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'589'160 CHF | 2'592'160 CHF | 99.83% | 99.83% |
23.07.2024 | 0.11% | 8.77 CHF | 8.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'640'420 CHF | 2'643'420 CHF | 100.00% | 100.00% |
22.07.2024 | 0.11% | 8.84 CHF | 8.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'635'190 CHF | 2'638'190 CHF | 99.98% | 99.98% |
19.07.2024 | 0.12% | 8.56 CHF | 8.57 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'586'680 CHF | 2'589'680 CHF | 99.97% | 99.97% |
18.07.2024 | 0.11% | 8.76 CHF | 8.77 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'636'270 CHF | 2'639'270 CHF | 100.00% | 100.00% |
17.07.2024 | 0.11% | 8.90 CHF | 8.91 CHF | 300'000 | 300'000 | 298'166 | 298'166 | 2'633'340 CHF | 2'636'340 CHF | 100.00% | 100.00% |
16.07.2024 | 0.12% | 8.77 CHF | 8.78 CHF | 300'000 | 300'000 | 299'934 | 299'934 | 2'604'580 CHF | 2'607'580 CHF | 100.00% | 100.00% |
15.07.2024 | 0.11% | 8.82 CHF | 8.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'692'350 CHF | 2'695'350 CHF | 99.99% | 99.99% |
12.07.2024 | 0.11% | 9.00 CHF | 9.01 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'670'270 CHF | 2'673'270 CHF | 100.00% | 100.00% |