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% | 8.31 CHF | 8.32 CHF | 50'000 | 50'000 | 30'519 | 30'519 | 253'780 CHF | 254'109 CHF | 97.78% | 97.78% |
12.07.2024 | 0.13% | 8.35 CHF | 8.36 CHF | 50'000 | 50'000 | 30'562 | 30'562 | 254'742 CHF | 255'068 CHF | 97.31% | 97.31% |
11.07.2024 | 0.13% | 8.39 CHF | 8.40 CHF | 50'000 | 50'000 | 30'453 | 30'453 | 265'159 CHF | 265'487 CHF | 99.14% | 99.14% |
10.07.2024 | 0.12% | 8.65 CHF | 8.66 CHF | 50'000 | 50'000 | 30'451 | 30'451 | 267'332 CHF | 267'661 CHF | 99.28% | 99.28% |
09.07.2024 | 0.12% | 8.81 CHF | 8.82 CHF | 50'000 | 50'000 | 30'430 | 30'430 | 267'526 CHF | 267'854 CHF | 99.65% | 99.65% |
08.07.2024 | 0.12% | 8.77 CHF | 8.78 CHF | 50'000 | 50'000 | 30'436 | 30'436 | 267'653 CHF | 267'981 CHF | 99.54% | 99.54% |
05.07.2024 | 0.13% | 8.79 CHF | 8.80 CHF | 50'000 | 50'000 | 30'505 | 30'505 | 265'832 CHF | 266'161 CHF | 98.35% | 98.35% |
04.07.2024 | 0.23% | 8.69 CHF | 8.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 216'944 CHF | 217'444 CHF | 99.02% | 99.02% |
03.07.2024 | 0.13% | 8.64 CHF | 8.65 CHF | 50'000 | 50'000 | 30'477 | 30'477 | 269'163 CHF | 269'495 CHF | 98.73% | 98.73% |
02.07.2024 | 0.13% | 8.68 CHF | 8.69 CHF | 50'000 | 50'000 | 30'416 | 30'416 | 261'846 CHF | 262'179 CHF | 99.59% | 99.59% |