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% | 8.54 CHF | 8.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 417'895 CHF | 418'395 CHF | 99.99% | 99.99% |
12.07.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 404'336 CHF | 404'836 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.17 CHF | 8.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 420'215 CHF | 420'715 CHF | 99.88% | 99.88% |
10.07.2024 | 0.12% | 8.14 CHF | 8.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 405'634 CHF | 406'134 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.07 CHF | 8.08 CHF | 50'000 | 50'000 | 49'886 | 49'886 | 403'190 CHF | 403'690 CHF | 99.99% | 99.99% |
08.07.2024 | 0.13% | 8.00 CHF | 8.01 CHF | 55'000 | 55'000 | 54'908 | 54'908 | 437'445 CHF | 437'995 CHF | 98.70% | 98.70% |
05.07.2024 | 0.13% | 7.86 CHF | 7.87 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 428'514 CHF | 429'064 CHF | 99.91% | 99.91% |
04.07.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 30'000 | 30'000 | 49'542 | 49'542 | 388'420 CHF | 388'915 CHF | 100.00% | 100.00% |
03.07.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 422'653 CHF | 423'203 CHF | 99.09% | 99.09% |
02.07.2024 | 0.14% | 7.50 CHF | 7.51 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 404'346 CHF | 404'896 CHF | 100.00% | 100.00% |