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 | 0.13% | 7.67 CHF | 7.68 CHF | 129'600 | 129'600 | 128'218 | 128'218 | 995'042 CHF | 996'324 CHF | 100.00% | 100.00% |
12.07.2024 | 0.13% | 7.77 CHF | 7.78 CHF | 127'300 | 127'300 | 124'899 | 124'899 | 987'502 CHF | 988'751 CHF | 99.84% | 99.84% |
11.07.2024 | 0.12% | 7.96 CHF | 7.97 CHF | 123'300 | 123'300 | 121'671 | 121'671 | 982'569 CHF | 983'786 CHF | 71.47% | 71.47% |
10.07.2024 | 0.12% | 8.42 CHF | 8.43 CHF | 119'600 | 119'600 | 118'766 | 118'766 | 1'001'460 CHF | 1'002'650 CHF | 99.38% | 99.38% |
09.07.2024 | 0.12% | 8.55 CHF | 8.56 CHF | 118'200 | 118'200 | 119'267 | 119'267 | 1'007'100 CHF | 1'008'300 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 120'200 | 120'200 | 119'481 | 119'481 | 990'302 CHF | 991'496 CHF | 99.99% | 99.99% |
05.07.2024 | 0.12% | 8.42 CHF | 8.43 CHF | 119'000 | 119'000 | 117'500 | 117'500 | 986'456 CHF | 987'631 CHF | 99.99% | 99.99% |
04.07.2024 | 0.12% | 8.50 CHF | 8.51 CHF | 116'500 | 116'500 | 113'686 | 113'686 | 979'568 CHF | 980'705 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 8.56 CHF | 8.57 CHF | 111'800 | 111'800 | 109'528 | 109'528 | 971'298 CHF | 972'394 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 9.15 CHF | 9.16 CHF | 108'000 | 108'000 | 109'675 | 109'675 | 1'017'910 CHF | 1'019'010 CHF | 99.94% | 99.94% |