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 | 0.22% | 8.81 CHF | 8.83 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 133'220 CHF | 133'507 CHF | 99.55% | 99.55% |
12.07.2024 | 0.22% | 8.94 CHF | 8.95 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 127'699 CHF | 127'975 CHF | 99.58% | 99.58% |
11.07.2024 | 0.21% | 8.61 CHF | 8.63 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 127'163 CHF | 127'434 CHF | 99.57% | 99.57% |
10.07.2024 | 0.21% | 8.38 CHF | 8.40 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 125'317 CHF | 125'583 CHF | 99.48% | 99.48% |
09.07.2024 | 0.22% | 8.19 CHF | 8.21 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 128'467 CHF | 128'749 CHF | 99.50% | 99.50% |
08.07.2024 | 0.21% | 8.77 CHF | 8.79 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 136'216 CHF | 136'504 CHF | 99.58% | 99.58% |
05.07.2024 | 0.20% | 8.96 CHF | 8.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 136'779 CHF | 137'057 CHF | 99.55% | 99.55% |
04.07.2024 | 0.22% | 8.63 CHF | 8.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 130'257 CHF | 130'538 CHF | 99.53% | 99.53% |
03.07.2024 | 0.21% | 8.70 CHF | 8.72 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 129'036 CHF | 129'307 CHF | 99.51% | 99.51% |
02.07.2024 | 0.21% | 8.27 CHF | 8.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 123'080 CHF | 123'342 CHF | 99.31% | 99.31% |