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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.13% | 7.60 CHF | 7.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'494'310 CHF | 1'496'310 CHF | 99.85% | 99.85% |
24.07.2024 | 0.13% | 7.87 CHF | 7.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'584'520 CHF | 1'586'520 CHF | 100.00% | 100.00% |
23.07.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'646'160 CHF | 1'648'160 CHF | 100.00% | 100.00% |
22.07.2024 | 0.12% | 8.17 CHF | 8.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'616'420 CHF | 1'618'420 CHF | 99.98% | 99.98% |
19.07.2024 | 0.13% | 7.77 CHF | 7.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'571'330 CHF | 1'573'330 CHF | 99.94% | 99.94% |
18.07.2024 | 0.12% | 8.01 CHF | 8.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'623'800 CHF | 1'625'800 CHF | 99.98% | 99.98% |
17.07.2024 | 0.12% | 8.10 CHF | 8.11 CHF | 200'000 | 200'000 | 199'005 | 199'005 | 1'624'020 CHF | 1'626'020 CHF | 99.94% | 99.94% |
16.07.2024 | 0.12% | 8.45 CHF | 8.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'689'500 CHF | 1'691'500 CHF | 99.99% | 99.99% |
15.07.2024 | 0.11% | 8.65 CHF | 8.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'751'980 CHF | 1'753'980 CHF | 100.00% | 100.00% |
12.07.2024 | 0.11% | 8.95 CHF | 8.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'745'690 CHF | 1'747'690 CHF | 100.00% | 100.00% |