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% | 7.87 CHF | 7.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'548'660 CHF | 1'550'660 CHF | 99.88% | 99.88% |
24.07.2024 | 0.12% | 8.14 CHF | 8.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'639'200 CHF | 1'641'200 CHF | 100.00% | 100.00% |
23.07.2024 | 0.12% | 8.48 CHF | 8.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'701'200 CHF | 1'703'200 CHF | 100.00% | 100.00% |
22.07.2024 | 0.12% | 8.45 CHF | 8.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'671'420 CHF | 1'673'420 CHF | 99.99% | 99.99% |
19.07.2024 | 0.12% | 8.05 CHF | 8.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'626'360 CHF | 1'628'360 CHF | 99.90% | 99.90% |
18.07.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'678'680 CHF | 1'680'680 CHF | 99.95% | 99.95% |
17.07.2024 | 0.12% | 8.38 CHF | 8.39 CHF | 200'000 | 200'000 | 198'966 | 198'966 | 1'678'550 CHF | 1'680'550 CHF | 99.95% | 99.95% |
16.07.2024 | 0.11% | 8.72 CHF | 8.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'744'960 CHF | 1'746'960 CHF | 99.98% | 99.98% |
15.07.2024 | 0.11% | 8.93 CHF | 8.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'807'350 CHF | 1'809'350 CHF | 99.99% | 99.99% |
12.07.2024 | 0.11% | 9.22 CHF | 9.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'801'110 CHF | 1'803'110 CHF | 100.00% | 100.00% |