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% | 8.52 CHF | 8.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 635'912 CHF | 636'662 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.55 CHF | 8.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 630'963 CHF | 631'713 CHF | 99.99% | 99.99% |
11.07.2024 | 0.11% | 8.73 CHF | 8.74 CHF | 75'000 | 75'000 | 74'953 | 74'953 | 661'022 CHF | 661'772 CHF | 99.95% | 99.95% |
10.07.2024 | 0.11% | 8.89 CHF | 8.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 659'377 CHF | 660'127 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.46 CHF | 8.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 635'649 CHF | 636'399 CHF | 99.99% | 99.99% |
08.07.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 611'404 CHF | 612'154 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.19 CHF | 8.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 611'562 CHF | 612'312 CHF | 99.92% | 99.92% |
04.07.2024 | 0.12% | 8.15 CHF | 8.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 610'941 CHF | 611'691 CHF | 100.00% | 100.00% |
03.07.2024 | 0.13% | 7.97 CHF | 7.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 597'628 CHF | 598'378 CHF | 99.99% | 99.99% |
02.07.2024 | 0.13% | 7.69 CHF | 7.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 571'990 CHF | 572'740 CHF | 100.00% | 100.00% |