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 | 0.11% | 8.97 CHF | 8.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'744'370 CHF | 1'746'370 CHF | 99.57% | 99.57% |
12.07.2024 | 0.12% | 8.76 CHF | 8.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'682'780 CHF | 1'684'780 CHF | 99.44% | 99.44% |
11.07.2024 | 0.11% | 8.69 CHF | 8.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'826'320 CHF | 1'828'320 CHF | 99.51% | 99.51% |
10.07.2024 | 0.11% | 8.92 CHF | 8.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'787'120 CHF | 1'789'120 CHF | 99.54% | 99.54% |
09.07.2024 | 0.11% | 8.87 CHF | 8.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'783'460 CHF | 1'785'460 CHF | 99.53% | 99.53% |
08.07.2024 | 0.11% | 8.73 CHF | 8.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'738'660 CHF | 1'740'660 CHF | 99.53% | 99.53% |
05.07.2024 | 0.12% | 8.62 CHF | 8.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'684'890 CHF | 1'686'890 CHF | 99.50% | 99.50% |
04.07.2024 | 0.12% | 8.32 CHF | 8.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'669'070 CHF | 1'671'070 CHF | 99.30% | 99.30% |
03.07.2024 | 0.12% | 8.24 CHF | 8.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'622'160 CHF | 1'624'160 CHF | 99.58% | 99.58% |
02.07.2024 | 0.13% | 7.86 CHF | 7.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'524'360 CHF | 1'526'360 CHF | 99.56% | 99.56% |