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 | 0.13% | 8.12 CHF | 8.13 CHF | 50'000 | 50'000 | 30'532 | 30'532 | 248'043 CHF | 248'372 CHF | 97.86% | 97.86% |
12.07.2024 | 0.13% | 8.16 CHF | 8.17 CHF | 50'000 | 50'000 | 30'562 | 30'562 | 248'906 CHF | 249'232 CHF | 97.31% | 97.31% |
11.07.2024 | 0.13% | 8.20 CHF | 8.21 CHF | 50'000 | 50'000 | 30'439 | 30'439 | 259'211 CHF | 259'540 CHF | 99.07% | 99.07% |
10.07.2024 | 0.13% | 8.46 CHF | 8.47 CHF | 50'000 | 50'000 | 30'451 | 30'451 | 261'494 CHF | 261'822 CHF | 99.28% | 99.28% |
09.07.2024 | 0.13% | 8.62 CHF | 8.63 CHF | 50'000 | 50'000 | 30'429 | 30'429 | 261'683 CHF | 262'011 CHF | 99.65% | 99.65% |
08.07.2024 | 0.13% | 8.58 CHF | 8.59 CHF | 50'000 | 50'000 | 30'437 | 30'437 | 261'844 CHF | 262'172 CHF | 99.55% | 99.55% |
05.07.2024 | 0.13% | 8.60 CHF | 8.61 CHF | 50'000 | 50'000 | 30'501 | 30'501 | 259'955 CHF | 260'284 CHF | 98.33% | 98.33% |
04.07.2024 | 0.24% | 8.50 CHF | 8.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 212'140 CHF | 212'640 CHF | 99.02% | 99.02% |
03.07.2024 | 0.13% | 8.45 CHF | 8.46 CHF | 50'000 | 50'000 | 30'481 | 30'481 | 263'336 CHF | 263'668 CHF | 98.76% | 98.76% |
02.07.2024 | 0.13% | 8.48 CHF | 8.49 CHF | 50'000 | 50'000 | 30'422 | 30'422 | 256'028 CHF | 256'361 CHF | 99.62% | 99.62% |