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% | 8.22 CHF | 8.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 613'572 CHF | 614'322 CHF | 99.99% | 99.99% |
12.07.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 608'711 CHF | 609'461 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.43 CHF | 8.44 CHF | 75'000 | 75'000 | 74'953 | 74'953 | 639'024 CHF | 639'774 CHF | 100.00% | 100.00% |
10.07.2024 | 0.12% | 8.60 CHF | 8.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 637'437 CHF | 638'187 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.16 CHF | 8.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 613'660 CHF | 614'410 CHF | 99.99% | 99.99% |
08.07.2024 | 0.13% | 7.88 CHF | 7.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 589'436 CHF | 590'186 CHF | 100.00% | 100.00% |
05.07.2024 | 0.13% | 7.89 CHF | 7.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 589'520 CHF | 590'270 CHF | 99.93% | 99.93% |
04.07.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 588'915 CHF | 589'665 CHF | 100.00% | 100.00% |
03.07.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 575'640 CHF | 576'390 CHF | 100.00% | 100.00% |
02.07.2024 | 0.14% | 7.40 CHF | 7.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 549'941 CHF | 550'691 CHF | 100.00% | 100.00% |