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 | 0.13% | 8.34 CHF | 8.35 CHF | 125'000 | 125'000 | 44'221 | 44'221 | 360'268 CHF | 360'713 CHF | 100.00% | 100.00% |
12.07.2024 | 0.13% | 8.12 CHF | 8.13 CHF | 130'000 | 130'000 | 45'238 | 45'238 | 367'093 CHF | 367'546 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.21 CHF | 8.22 CHF | 125'000 | 125'000 | 43'244 | 43'244 | 362'526 CHF | 362'961 CHF | 100.00% | 100.00% |
10.07.2024 | 0.12% | 8.55 CHF | 8.56 CHF | 125'000 | 125'000 | 42'390 | 42'390 | 367'460 CHF | 367'885 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.87 CHF | 8.88 CHF | 120'000 | 120'000 | 41'537 | 41'537 | 365'306 CHF | 365'722 CHF | 99.99% | 99.99% |
08.07.2024 | 0.12% | 8.74 CHF | 8.75 CHF | 120'000 | 120'000 | 41'711 | 41'711 | 364'285 CHF | 364'703 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.88 CHF | 8.89 CHF | 120'000 | 120'000 | 41'447 | 41'447 | 362'181 CHF | 362'596 CHF | 99.81% | 99.81% |
04.07.2024 | 0.16% | 8.67 CHF | 8.70 CHF | 12'000 | 12'000 | 18'345 | 18'345 | 158'935 CHF | 159'170 CHF | 99.49% | 99.49% |
03.07.2024 | 0.12% | 8.66 CHF | 8.67 CHF | 120'000 | 120'000 | 42'360 | 42'360 | 366'397 CHF | 366'821 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.68 CHF | 8.69 CHF | 120'000 | 120'000 | 43'226 | 43'226 | 370'050 CHF | 370'483 CHF | 100.00% | 100.00% |