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% | 7.74 CHF | 7.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'521'480 CHF | 1'523'480 CHF | 99.91% | 99.91% |
24.07.2024 | 0.12% | 8.01 CHF | 8.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'611'870 CHF | 1'613'870 CHF | 100.00% | 100.00% |
23.07.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'673'620 CHF | 1'675'620 CHF | 100.00% | 100.00% |
22.07.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'643'900 CHF | 1'645'900 CHF | 99.99% | 99.99% |
19.07.2024 | 0.13% | 7.91 CHF | 7.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'598'910 CHF | 1'600'910 CHF | 99.91% | 99.91% |
18.07.2024 | 0.12% | 8.15 CHF | 8.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'651'250 CHF | 1'653'250 CHF | 99.97% | 99.97% |
17.07.2024 | 0.12% | 8.24 CHF | 8.25 CHF | 200'000 | 200'000 | 198'990 | 198'990 | 1'651'310 CHF | 1'653'310 CHF | 99.98% | 99.98% |
16.07.2024 | 0.12% | 8.58 CHF | 8.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'717'210 CHF | 1'719'210 CHF | 99.99% | 99.99% |
15.07.2024 | 0.11% | 8.79 CHF | 8.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'779'660 CHF | 1'781'660 CHF | 99.99% | 99.99% |
12.07.2024 | 0.11% | 9.09 CHF | 9.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'773'370 CHF | 1'775'370 CHF | 100.00% | 100.00% |