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% | 7.93 CHF | 7.94 CHF | 125'000 | 125'000 | 44'224 | 44'224 | 342'366 CHF | 342'810 CHF | 99.99% | 99.99% |
12.07.2024 | 0.13% | 7.71 CHF | 7.72 CHF | 130'000 | 130'000 | 45'228 | 45'228 | 348'664 CHF | 349'117 CHF | 99.99% | 99.99% |
11.07.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 125'000 | 125'000 | 43'238 | 43'238 | 344'950 CHF | 345'384 CHF | 99.99% | 99.99% |
10.07.2024 | 0.12% | 8.14 CHF | 8.15 CHF | 125'000 | 125'000 | 42'387 | 42'387 | 350'190 CHF | 350'615 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 120'000 | 120'000 | 41'543 | 41'543 | 348'476 CHF | 348'892 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 120'000 | 120'000 | 41'712 | 41'712 | 347'410 CHF | 347'827 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 120'000 | 120'000 | 41'448 | 41'448 | 345'352 CHF | 345'768 CHF | 99.81% | 99.81% |
04.07.2024 | 0.17% | 8.27 CHF | 8.30 CHF | 12'000 | 12'000 | 18'344 | 18'344 | 151'471 CHF | 151'706 CHF | 99.49% | 99.49% |
03.07.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 120'000 | 120'000 | 42'363 | 42'363 | 349'168 CHF | 349'592 CHF | 100.00% | 100.00% |
02.07.2024 | 0.13% | 8.27 CHF | 8.28 CHF | 120'000 | 120'000 | 43'227 | 43'227 | 352'401 CHF | 352'834 CHF | 100.00% | 100.00% |