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% | 8.44 CHF | 8.45 CHF | 80'200 | 80'200 | 80'080 | 80'080 | 675'236 CHF | 676'037 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.42 CHF | 8.43 CHF | 80'000 | 80'000 | 79'641 | 79'641 | 673'860 CHF | 674'656 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 79'400 | 79'400 | 79'400 | 79'400 | 675'346 CHF | 676'140 CHF | 100.00% | 100.00% |
10.07.2024 | 0.12% | 8.61 CHF | 8.62 CHF | 79'400 | 79'400 | 79'400 | 79'400 | 679'543 CHF | 680'337 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.56 CHF | 8.57 CHF | 79'400 | 79'400 | 79'613 | 79'613 | 680'676 CHF | 681'474 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.51 CHF | 8.52 CHF | 79'900 | 79'900 | 79'540 | 79'540 | 673'442 CHF | 674'237 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 79'300 | 79'300 | 79'240 | 79'240 | 677'815 CHF | 678'607 CHF | 100.00% | 100.00% |
04.07.2024 | 0.12% | 8.60 CHF | 8.61 CHF | 79'200 | 79'200 | 78'661 | 78'661 | 678'821 CHF | 679'607 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 8.63 CHF | 8.64 CHF | 78'300 | 78'300 | 78'180 | 78'180 | 680'930 CHF | 681'712 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 8.74 CHF | 8.75 CHF | 78'200 | 78'200 | 78'560 | 78'560 | 688'143 CHF | 688'928 CHF | 99.98% | 99.98% |