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% | 8.37 CHF | 8.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 624'745 CHF | 625'495 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 619'842 CHF | 620'592 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.58 CHF | 8.59 CHF | 75'000 | 75'000 | 74'953 | 74'953 | 650'035 CHF | 650'785 CHF | 99.95% | 99.95% |
10.07.2024 | 0.12% | 8.74 CHF | 8.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 648'407 CHF | 649'157 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 624'642 CHF | 625'392 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 8.03 CHF | 8.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 600'430 CHF | 601'180 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.04 CHF | 8.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 600'531 CHF | 601'281 CHF | 99.92% | 99.92% |
04.07.2024 | 0.12% | 8.00 CHF | 8.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 599'939 CHF | 600'689 CHF | 100.00% | 100.00% |
03.07.2024 | 0.13% | 7.83 CHF | 7.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 586'641 CHF | 587'391 CHF | 99.98% | 99.98% |
02.07.2024 | 0.13% | 7.55 CHF | 7.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 560'963 CHF | 561'713 CHF | 99.98% | 99.98% |