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% | 8.79 CHF | 8.80 CHF | 125'000 | 125'000 | 44'263 | 44'263 | 380'512 CHF | 380'956 CHF | 99.97% | 99.97% |
12.07.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 130'000 | 130'000 | 45'235 | 45'235 | 387'401 CHF | 387'854 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.66 CHF | 8.67 CHF | 125'000 | 125'000 | 43'246 | 43'246 | 381'988 CHF | 382'423 CHF | 100.00% | 100.00% |
10.07.2024 | 0.11% | 9.00 CHF | 9.01 CHF | 125'000 | 125'000 | 42'387 | 42'387 | 386'604 CHF | 387'029 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 9.33 CHF | 9.34 CHF | 120'000 | 120'000 | 41'543 | 41'543 | 384'122 CHF | 384'538 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 9.19 CHF | 9.20 CHF | 120'000 | 120'000 | 41'712 | 41'712 | 383'089 CHF | 383'507 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 9.33 CHF | 9.34 CHF | 120'000 | 120'000 | 41'446 | 41'446 | 380'884 CHF | 381'299 CHF | 99.81% | 99.81% |
04.07.2024 | 0.16% | 9.12 CHF | 9.15 CHF | 12'000 | 12'000 | 18'345 | 18'345 | 167'233 CHF | 167'468 CHF | 99.49% | 99.49% |
03.07.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 120'000 | 120'000 | 42'361 | 42'361 | 385'577 CHF | 386'001 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 9.13 CHF | 9.14 CHF | 120'000 | 120'000 | 43'228 | 43'228 | 389'677 CHF | 390'110 CHF | 100.00% | 100.00% |