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 | 0.12% | 8.46 CHF | 8.47 CHF | 64'200 | 64'200 | 64'380 | 64'380 | 545'347 CHF | 545'991 CHF | 99.99% | 99.99% |
12.07.2024 | 0.12% | 8.49 CHF | 8.50 CHF | 64'500 | 64'500 | 65'098 | 65'098 | 549'259 CHF | 549'910 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.51 CHF | 8.52 CHF | 65'500 | 65'500 | 65'500 | 65'500 | 549'177 CHF | 549'832 CHF | 99.92% | 99.92% |
10.07.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 65'500 | 65'500 | 65'500 | 65'500 | 545'037 CHF | 545'692 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.32 CHF | 8.33 CHF | 65'500 | 65'500 | 64'946 | 64'946 | 541'122 CHF | 541'772 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.38 CHF | 8.39 CHF | 64'700 | 64'700 | 65'301 | 65'301 | 550'877 CHF | 551'530 CHF | 99.99% | 99.99% |
05.07.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 65'800 | 65'800 | 65'920 | 65'920 | 549'298 CHF | 549'957 CHF | 100.00% | 100.00% |
04.07.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 66'000 | 66'000 | 66'898 | 66'898 | 551'465 CHF | 552'134 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.24 CHF | 8.25 CHF | 67'500 | 67'500 | 67'620 | 67'620 | 551'226 CHF | 551'903 CHF | 100.00% | 100.00% |
02.07.2024 | 0.12% | 8.11 CHF | 8.12 CHF | 67'700 | 67'700 | 66'980 | 66'980 | 542'136 CHF | 542'806 CHF | 100.00% | 100.00% |