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% | 8.19 CHF | 8.20 CHF | 124'900 | 124'900 | 125'922 | 125'922 | 1'018'640 CHF | 1'019'900 CHF | 100.00% | 100.00% |
12.07.2024 | 0.13% | 8.08 CHF | 8.09 CHF | 126'600 | 126'600 | 128'521 | 128'521 | 1'023'760 CHF | 1'025'040 CHF | 99.84% | 99.84% |
11.07.2024 | 0.13% | 7.89 CHF | 7.90 CHF | 129'800 | 129'800 | 131'209 | 131'209 | 1'024'730 CHF | 1'026'040 CHF | 71.47% | 71.47% |
10.07.2024 | 0.13% | 7.56 CHF | 7.57 CHF | 133'000 | 133'000 | 133'775 | 133'775 | 1'006'510 CHF | 1'007'850 CHF | 99.38% | 99.38% |
09.07.2024 | 0.13% | 7.42 CHF | 7.43 CHF | 134'300 | 134'300 | 133'013 | 133'013 | 999'154 CHF | 1'000'490 CHF | 100.00% | 100.00% |
08.07.2024 | 0.13% | 7.59 CHF | 7.60 CHF | 132'400 | 132'400 | 132'999 | 132'999 | 1'013'190 CHF | 1'014'520 CHF | 99.98% | 99.98% |
05.07.2024 | 0.13% | 7.54 CHF | 7.55 CHF | 133'400 | 133'400 | 134'780 | 134'780 | 1'020'070 CHF | 1'021'420 CHF | 99.99% | 99.99% |
04.07.2024 | 0.13% | 7.50 CHF | 7.51 CHF | 135'700 | 135'700 | 138'394 | 138'394 | 1'025'790 CHF | 1'027'170 CHF | 100.00% | 100.00% |
03.07.2024 | 0.14% | 7.46 CHF | 7.47 CHF | 140'200 | 140'200 | 142'532 | 142'532 | 1'031'820 CHF | 1'033'250 CHF | 100.00% | 100.00% |
02.07.2024 | 0.14% | 7.05 CHF | 7.06 CHF | 144'100 | 144'100 | 142'245 | 142'245 | 988'716 CHF | 990'138 CHF | 99.95% | 99.95% |