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% | 7.97 CHF | 7.98 CHF | 125'000 | 125'000 | 44'228 | 44'228 | 344'174 CHF | 344'619 CHF | 99.97% | 99.97% |
12.07.2024 | 0.13% | 7.75 CHF | 7.76 CHF | 130'000 | 130'000 | 45'227 | 45'227 | 350'457 CHF | 350'910 CHF | 99.99% | 99.99% |
11.07.2024 | 0.13% | 7.84 CHF | 7.85 CHF | 125'000 | 125'000 | 43'230 | 43'230 | 346'638 CHF | 347'072 CHF | 99.98% | 99.98% |
10.07.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 125'000 | 125'000 | 42'391 | 42'391 | 351'948 CHF | 352'373 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.51 CHF | 8.52 CHF | 120'000 | 120'000 | 41'565 | 41'565 | 350'386 CHF | 350'802 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.38 CHF | 8.39 CHF | 120'000 | 120'000 | 41'711 | 41'711 | 349'101 CHF | 349'518 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.51 CHF | 8.52 CHF | 120'000 | 120'000 | 41'444 | 41'444 | 347'029 CHF | 347'444 CHF | 99.81% | 99.81% |
04.07.2024 | 0.17% | 8.31 CHF | 8.34 CHF | 12'000 | 12'000 | 18'345 | 18'345 | 152'227 CHF | 152'462 CHF | 99.49% | 99.49% |
03.07.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 120'000 | 120'000 | 42'356 | 42'356 | 350'837 CHF | 351'261 CHF | 99.99% | 99.99% |
02.07.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 120'000 | 120'000 | 43'228 | 43'228 | 354'187 CHF | 354'620 CHF | 100.00% | 100.00% |