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% | 8.18 CHF | 8.19 CHF | 125'000 | 125'000 | 44'228 | 44'228 | 353'493 CHF | 353'937 CHF | 99.97% | 99.97% |
12.07.2024 | 0.13% | 7.97 CHF | 7.98 CHF | 130'000 | 130'000 | 45'228 | 45'228 | 360'005 CHF | 360'458 CHF | 99.99% | 99.99% |
11.07.2024 | 0.12% | 8.05 CHF | 8.06 CHF | 125'000 | 125'000 | 43'246 | 43'246 | 355'873 CHF | 356'307 CHF | 100.00% | 100.00% |
10.07.2024 | 0.12% | 8.39 CHF | 8.40 CHF | 125'000 | 125'000 | 42'381 | 42'381 | 360'845 CHF | 361'269 CHF | 99.99% | 99.99% |
09.07.2024 | 0.12% | 8.72 CHF | 8.73 CHF | 120'000 | 120'000 | 41'543 | 41'543 | 358'983 CHF | 359'399 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.59 CHF | 8.60 CHF | 120'000 | 120'000 | 41'712 | 41'712 | 357'898 CHF | 358'315 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.72 CHF | 8.73 CHF | 120'000 | 120'000 | 41'444 | 41'444 | 355'776 CHF | 356'191 CHF | 99.81% | 99.81% |
04.07.2024 | 0.17% | 8.52 CHF | 8.55 CHF | 12'000 | 12'000 | 18'345 | 18'345 | 156'100 CHF | 156'335 CHF | 99.49% | 99.49% |
03.07.2024 | 0.12% | 8.50 CHF | 8.51 CHF | 120'000 | 120'000 | 42'360 | 42'360 | 359'834 CHF | 360'259 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.52 CHF | 8.53 CHF | 120'000 | 120'000 | 43'228 | 43'228 | 363'360 CHF | 363'793 CHF | 100.00% | 100.00% |