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% | 8.57 CHF | 8.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 637'165 CHF | 637'915 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 640'855 CHF | 641'605 CHF | 99.70% | 99.70% |
11.07.2024 | 0.12% | 8.59 CHF | 8.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 642'933 CHF | 643'683 CHF | 99.14% | 99.14% |
10.07.2024 | 0.12% | 8.58 CHF | 8.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 646'924 CHF | 647'674 CHF | 96.10% | 96.10% |
09.07.2024 | 0.12% | 8.70 CHF | 8.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 651'525 CHF | 652'275 CHF | 99.66% | 99.66% |
08.07.2024 | 0.12% | 8.70 CHF | 8.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 643'354 CHF | 644'104 CHF | 99.85% | 99.85% |
05.07.2024 | 0.12% | 8.52 CHF | 8.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 634'775 CHF | 635'525 CHF | 100.00% | 100.00% |
04.07.2024 | 0.12% | 8.55 CHF | 8.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 641'053 CHF | 641'803 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 638'655 CHF | 639'405 CHF | 99.25% | 99.25% |
02.07.2024 | 0.12% | 8.63 CHF | 8.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 651'264 CHF | 652'014 CHF | 99.62% | 99.62% |