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% | 8.01 CHF | 8.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'575'820 CHF | 1'577'820 CHF | 99.93% | 99.93% |
24.07.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'666'630 CHF | 1'668'630 CHF | 100.00% | 100.00% |
23.07.2024 | 0.12% | 8.62 CHF | 8.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'728'720 CHF | 1'730'720 CHF | 100.00% | 100.00% |
22.07.2024 | 0.12% | 8.58 CHF | 8.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'698'950 CHF | 1'700'950 CHF | 99.98% | 99.98% |
19.07.2024 | 0.12% | 8.19 CHF | 8.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'653'920 CHF | 1'655'920 CHF | 99.95% | 99.95% |
18.07.2024 | 0.12% | 8.42 CHF | 8.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'706'170 CHF | 1'708'170 CHF | 99.99% | 99.99% |
17.07.2024 | 0.12% | 8.52 CHF | 8.53 CHF | 200'000 | 200'000 | 199'055 | 199'055 | 1'706'750 CHF | 1'708'750 CHF | 99.92% | 99.92% |
16.07.2024 | 0.11% | 8.86 CHF | 8.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'772'680 CHF | 1'774'680 CHF | 99.97% | 99.97% |
15.07.2024 | 0.11% | 9.07 CHF | 9.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'835'040 CHF | 1'837'040 CHF | 100.00% | 100.00% |
12.07.2024 | 0.11% | 9.36 CHF | 9.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'828'750 CHF | 1'830'750 CHF | 99.99% | 99.99% |