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% | 7.93 CHF | 7.94 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'362'730 CHF | 2'365'730 CHF | 99.91% | 99.91% |
24.07.2024 | 0.12% | 8.15 CHF | 8.16 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'448'160 CHF | 2'451'160 CHF | 99.82% | 99.82% |
23.07.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'499'460 CHF | 2'502'460 CHF | 100.00% | 100.00% |
22.07.2024 | 0.12% | 8.37 CHF | 8.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'494'200 CHF | 2'497'200 CHF | 99.98% | 99.98% |
19.07.2024 | 0.12% | 8.09 CHF | 8.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'445'770 CHF | 2'448'770 CHF | 99.97% | 99.97% |
18.07.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'495'370 CHF | 2'498'370 CHF | 100.00% | 100.00% |
17.07.2024 | 0.12% | 8.43 CHF | 8.44 CHF | 300'000 | 300'000 | 298'170 | 298'170 | 2'493'400 CHF | 2'496'400 CHF | 99.98% | 99.98% |
16.07.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 300'000 | 300'000 | 299'934 | 299'934 | 2'463'760 CHF | 2'466'760 CHF | 100.00% | 100.00% |
15.07.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'551'520 CHF | 2'554'520 CHF | 99.99% | 99.99% |
12.07.2024 | 0.12% | 8.53 CHF | 8.54 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'529'500 CHF | 2'532'500 CHF | 100.00% | 100.00% |