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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,12% | 8,37 CHF | 8,38 CHF | 75 000 | 75 000 | 74 964 | 74 964 | 620 997 CHF | 621 747 CHF | 100,00% | 100,00% |
15/07/2024 | 0,12% | 8,37 CHF | 8,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 624 745 CHF | 625 495 CHF | 100,00% | 100,00% |
12/07/2024 | 0,12% | 8,40 CHF | 8,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 619 842 CHF | 620 592 CHF | 100,00% | 100,00% |
11/07/2024 | 0,12% | 8,58 CHF | 8,59 CHF | 75 000 | 75 000 | 74 953 | 74 953 | 650 035 CHF | 650 785 CHF | 99,95% | 99,95% |
10/07/2024 | 0,12% | 8,74 CHF | 8,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 648 407 CHF | 649 157 CHF | 100,00% | 100,00% |
09/07/2024 | 0,12% | 8,31 CHF | 8,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 624 642 CHF | 625 392 CHF | 100,00% | 100,00% |
08/07/2024 | 0,12% | 8,03 CHF | 8,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 600 430 CHF | 601 180 CHF | 100,00% | 100,00% |
05/07/2024 | 0,12% | 8,04 CHF | 8,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 600 531 CHF | 601 281 CHF | 99,92% | 99,92% |
04/07/2024 | 0,12% | 8,00 CHF | 8,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 599 939 CHF | 600 689 CHF | 100,00% | 100,00% |
03/07/2024 | 0,13% | 7,83 CHF | 7,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 586 641 CHF | 587 391 CHF | 99,98% | 99,98% |