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 | 125'000 | 125'000 | 44'220 | 44'220 | 370'518 CHF | 370'962 CHF | 99.96% | 99.96% |
12.07.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 130'000 | 130'000 | 45'235 | 45'235 | 377'531 CHF | 377'984 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.44 CHF | 8.45 CHF | 125'000 | 125'000 | 43'246 | 43'246 | 372'578 CHF | 373'012 CHF | 100.00% | 100.00% |
10.07.2024 | 0.11% | 8.78 CHF | 8.79 CHF | 125'000 | 125'000 | 42'390 | 42'390 | 377'354 CHF | 377'778 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 120'000 | 120'000 | 41'543 | 41'543 | 375'046 CHF | 375'461 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 120'000 | 120'000 | 41'712 | 41'712 | 373'999 CHF | 374'417 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 120'000 | 120'000 | 41'445 | 41'445 | 371'826 CHF | 372'241 CHF | 99.81% | 99.81% |
04.07.2024 | 0.16% | 8.91 CHF | 8.94 CHF | 12'000 | 12'000 | 18'345 | 18'345 | 163'225 CHF | 163'460 CHF | 99.49% | 99.49% |
03.07.2024 | 0.11% | 8.89 CHF | 8.90 CHF | 120'000 | 120'000 | 42'363 | 42'363 | 376'304 CHF | 376'728 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.91 CHF | 8.92 CHF | 120'000 | 120'000 | 43'228 | 43'228 | 380'188 CHF | 380'621 CHF | 100.00% | 100.00% |