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% | 8.02 CHF | 8.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'589'280 CHF | 1'197'930 CHF | 99.16% | 99.16% |
12.07.2024 | 0.13% | 7.98 CHF | 7.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'569'650 CHF | 1'191'380 CHF | 99.27% | 99.27% |
11.07.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'581'430 CHF | 1'195'310 CHF | 99.22% | 99.22% |
10.07.2024 | 0.13% | 7.95 CHF | 7.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'558'760 CHF | 1'187'750 CHF | 99.24% | 99.24% |
09.07.2024 | 0.13% | 7.84 CHF | 7.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'551'780 CHF | 1'185'420 CHF | 99.23% | 99.23% |
08.07.2024 | 0.12% | 7.97 CHF | 7.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'611'810 CHF | 1'205'440 CHF | 99.23% | 99.23% |
05.07.2024 | 0.13% | 7.93 CHF | 7.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'584'120 CHF | 1'196'210 CHF | 99.23% | 99.23% |
04.07.2024 | 0.13% | 7.95 CHF | 7.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'564'350 CHF | 1'189'620 CHF | 99.23% | 99.23% |
03.07.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'507'520 CHF | 1'170'670 CHF | 99.23% | 99.23% |
02.07.2024 | 0.13% | 7.62 CHF | 7.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'424'770 CHF | 1'143'090 CHF | 99.22% | 99.22% |