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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.80% | 8.81 CHF | 8.84 CHF | 150'000 | 150'000 | 122'972 | 122'972 | 1'114'680 CHF | 1'118'730 CHF | 99.92% | 99.92% |
24.07.2024 | 0.77% | 9.82 CHF | 9.85 CHF | 150'000 | 150'000 | 123'027 | 123'027 | 1'202'540 CHF | 1'206'590 CHF | 99.98% | 99.98% |
23.07.2024 | 0.77% | 9.70 CHF | 9.73 CHF | 150'000 | 150'000 | 123'038 | 123'038 | 1'198'570 CHF | 1'202'630 CHF | 100.00% | 100.00% |
22.07.2024 | 0.85% | 9.65 CHF | 9.68 CHF | 150'000 | 150'000 | 123'000 | 123'000 | 1'139'670 CHF | 1'143'720 CHF | 99.99% | 99.99% |
19.07.2024 | 0.80% | 9.17 CHF | 9.20 CHF | 150'000 | 150'000 | 123'035 | 123'035 | 1'175'970 CHF | 1'180'030 CHF | 99.98% | 99.98% |
18.07.2024 | 0.85% | 9.25 CHF | 9.28 CHF | 150'000 | 150'000 | 122'989 | 122'989 | 1'105'040 CHF | 1'109'090 CHF | 99.99% | 99.99% |
17.07.2024 | 0.83% | 8.83 CHF | 8.86 CHF | 150'000 | 150'000 | 122'934 | 122'934 | 1'084'530 CHF | 1'088'590 CHF | 99.56% | 99.56% |
16.07.2024 | 0.74% | 9.16 CHF | 9.19 CHF | 150'000 | 150'000 | 123'043 | 123'043 | 1'208'920 CHF | 1'212'980 CHF | 100.00% | 100.00% |
15.07.2024 | 0.77% | 10.02 CHF | 10.05 CHF | 150'000 | 150'000 | 123'036 | 123'036 | 1'182'080 CHF | 1'186'140 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 10.00 CHF | 10.03 CHF | 150'000 | 150'000 | 123'025 | 123'025 | 1'251'620 CHF | 1'255'670 CHF | 100.00% | 100.00% |