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% | 8.30 CHF | 8.31 CHF | 23'900 | 23'900 | 23'548 | 23'548 | 203'646 CHF | 203'881 CHF | 100.00% | 100.00% |
12.07.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 24'100 | 24'100 | 24'098 | 24'098 | 208'778 CHF | 209'019 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 25'200 | 25'200 | 24'828 | 24'828 | 210'459 CHF | 210'708 CHF | 99.99% | 99.99% |
10.07.2024 | 0.13% | 7.99 CHF | 8.00 CHF | 26'100 | 26'100 | 26'382 | 26'382 | 202'944 CHF | 203'208 CHF | 100.00% | 100.00% |
09.07.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 26'300 | 26'300 | 26'271 | 26'271 | 204'085 CHF | 204'348 CHF | 99.73% | 99.73% |
08.07.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 26'800 | 26'800 | 26'855 | 26'855 | 205'163 CHF | 205'431 CHF | 99.28% | 99.28% |
05.07.2024 | 0.13% | 7.45 CHF | 7.46 CHF | 26'600 | 26'600 | 26'350 | 26'350 | 201'339 CHF | 201'603 CHF | 99.98% | 99.98% |
04.07.2024 | 0.13% | 7.71 CHF | 7.72 CHF | 27'200 | 27'200 | 27'255 | 27'255 | 207'210 CHF | 207'483 CHF | 99.55% | 99.55% |
03.07.2024 | 0.14% | 7.34 CHF | 7.35 CHF | 27'200 | 27'200 | 27'200 | 27'200 | 200'713 CHF | 200'985 CHF | 100.00% | 100.00% |
02.07.2024 | 0.14% | 7.39 CHF | 7.40 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 196'372 CHF | 196'642 CHF | 99.99% | 99.99% |