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 | 0.11% | 8.81 CHF | 8.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 657'589 CHF | 658'339 CHF | 100.00% | 100.00% |
12.07.2024 | 0.11% | 8.83 CHF | 8.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 652'556 CHF | 653'306 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 9.02 CHF | 9.03 CHF | 75'000 | 75'000 | 74'958 | 74'958 | 682'447 CHF | 683'197 CHF | 99.98% | 99.98% |
10.07.2024 | 0.11% | 9.17 CHF | 9.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 680'657 CHF | 681'407 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 8.74 CHF | 8.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 656'996 CHF | 657'746 CHF | 99.99% | 99.99% |
08.07.2024 | 0.12% | 8.46 CHF | 8.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 632'723 CHF | 633'473 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 632'908 CHF | 633'658 CHF | 99.93% | 99.93% |
04.07.2024 | 0.12% | 8.43 CHF | 8.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 632'333 CHF | 633'083 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 619'002 CHF | 619'752 CHF | 100.00% | 100.00% |
02.07.2024 | 0.13% | 7.98 CHF | 7.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 593'404 CHF | 594'154 CHF | 100.00% | 100.00% |