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 | 0.86% | 8.18 CHF | 8.21 CHF | 150'000 | 150'000 | 122'959 | 122'959 | 1'037'270 CHF | 1'041'330 CHF | 99.86% | 99.86% |
24.07.2024 | 0.82% | 9.19 CHF | 9.22 CHF | 150'000 | 150'000 | 123'028 | 123'028 | 1'124'670 CHF | 1'128'730 CHF | 99.99% | 99.99% |
23.07.2024 | 0.83% | 9.06 CHF | 9.09 CHF | 150'000 | 150'000 | 123'036 | 123'036 | 1'120'240 CHF | 1'124'290 CHF | 99.99% | 99.99% |
22.07.2024 | 0.91% | 9.01 CHF | 9.04 CHF | 150'000 | 150'000 | 123'003 | 123'003 | 1'061'670 CHF | 1'065'720 CHF | 100.00% | 100.00% |
19.07.2024 | 0.85% | 8.54 CHF | 8.57 CHF | 150'000 | 150'000 | 123'034 | 123'034 | 1'097'850 CHF | 1'101'900 CHF | 99.98% | 99.98% |
18.07.2024 | 0.92% | 8.62 CHF | 8.65 CHF | 150'000 | 150'000 | 122'983 | 122'983 | 1'027'360 CHF | 1'031'420 CHF | 99.97% | 99.97% |
17.07.2024 | 0.90% | 8.20 CHF | 8.23 CHF | 150'000 | 150'000 | 122'859 | 122'859 | 1'006'060 CHF | 1'010'120 CHF | 99.63% | 99.63% |
16.07.2024 | 0.80% | 8.52 CHF | 8.55 CHF | 150'000 | 150'000 | 122'870 | 122'870 | 1'128'460 CHF | 1'132'510 CHF | 99.56% | 99.56% |
15.07.2024 | 0.82% | 9.38 CHF | 9.41 CHF | 150'000 | 150'000 | 123'018 | 123'018 | 1'103'360 CHF | 1'107'420 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 9.36 CHF | 9.39 CHF | 150'000 | 150'000 | 123'026 | 123'026 | 1'173'030 CHF | 1'177'090 CHF | 100.00% | 100.00% |