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% | 8.13 CHF | 8.14 CHF | 125'000 | 125'000 | 44'224 | 44'224 | 351'238 CHF | 351'683 CHF | 99.99% | 99.99% |
12.07.2024 | 0.13% | 7.92 CHF | 7.93 CHF | 130'000 | 130'000 | 45'227 | 45'227 | 357'724 CHF | 358'177 CHF | 99.99% | 99.99% |
11.07.2024 | 0.12% | 8.00 CHF | 8.01 CHF | 125'000 | 125'000 | 43'240 | 43'240 | 353'631 CHF | 354'065 CHF | 99.99% | 99.99% |
10.07.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 125'000 | 125'000 | 42'390 | 42'390 | 358'739 CHF | 359'164 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.67 CHF | 8.68 CHF | 120'000 | 120'000 | 41'543 | 41'543 | 356'838 CHF | 357'254 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 120'000 | 120'000 | 41'712 | 41'712 | 355'776 CHF | 356'194 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.67 CHF | 8.68 CHF | 120'000 | 120'000 | 41'442 | 41'442 | 353'634 CHF | 354'049 CHF | 99.81% | 99.81% |
04.07.2024 | 0.17% | 8.47 CHF | 8.50 CHF | 12'000 | 12'000 | 18'344 | 18'344 | 155'165 CHF | 155'400 CHF | 99.49% | 99.49% |
03.07.2024 | 0.12% | 8.45 CHF | 8.46 CHF | 120'000 | 120'000 | 42'363 | 42'363 | 357'691 CHF | 358'115 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 120'000 | 120'000 | 43'198 | 43'198 | 360'907 CHF | 361'340 CHF | 99.97% | 99.97% |