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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.26% | 8.27 CHF | 8.29 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 168'921 CHF | 169'365 CHF | 100.00% | 100.00% |
11.07.2024 | 0.26% | 8.63 CHF | 8.65 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 174'291 CHF | 174'737 CHF | 100.00% | 100.00% |
10.07.2024 | 0.26% | 8.80 CHF | 8.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 178'493 CHF | 178'954 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 8.96 CHF | 8.98 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 176'048 CHF | 176'506 CHF | 100.00% | 100.00% |
08.07.2024 | 0.26% | 8.96 CHF | 8.98 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 178'211 CHF | 178'670 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 9.07 CHF | 9.09 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 178'311 CHF | 178'766 CHF | 100.00% | 100.00% |
04.07.2024 | 0.26% | 8.86 CHF | 8.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 177'888 CHF | 178'346 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 8.96 CHF | 8.98 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 181'161 CHF | 181'632 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 9.07 CHF | 9.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 139'985 CHF | 140'352 CHF | 100.00% | 100.00% |
01.07.2024 | 0.27% | 9.32 CHF | 9.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 137'946 CHF | 138'320 CHF | 100.00% | 100.00% |