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 | 0.71% | 7.33 CHF | 7.34 CHF | 52'000 | 52'000 | 23'324 | 23'324 | 170'448 CHF | 171'298 CHF | 99.99% | 99.99% |
12.07.2024 | 0.71% | 7.35 CHF | 7.36 CHF | 52'000 | 52'000 | 23'377 | 23'377 | 171'236 CHF | 172'086 CHF | 100.00% | 100.00% |
11.07.2024 | 0.72% | 7.26 CHF | 7.27 CHF | 54'000 | 54'000 | 24'519 | 24'519 | 176'567 CHF | 177'470 CHF | 99.82% | 99.82% |
10.07.2024 | 0.74% | 7.04 CHF | 7.05 CHF | 54'000 | 54'000 | 24'525 | 24'525 | 171'860 CHF | 172'764 CHF | 99.99% | 99.99% |
09.07.2024 | 0.73% | 6.95 CHF | 6.96 CHF | 54'000 | 54'000 | 24'538 | 24'538 | 172'148 CHF | 173'052 CHF | 99.74% | 99.74% |
08.07.2024 | 0.72% | 7.15 CHF | 7.16 CHF | 54'000 | 54'000 | 24'531 | 24'531 | 176'538 CHF | 177'442 CHF | 100.00% | 100.00% |
05.07.2024 | 0.72% | 7.19 CHF | 7.20 CHF | 54'000 | 54'000 | 24'444 | 24'444 | 175'679 CHF | 176'584 CHF | 99.68% | 99.68% |
04.07.2024 | 0.84% | 7.24 CHF | 7.29 CHF | 22'000 | 22'000 | 17'576 | 17'576 | 126'877 CHF | 127'904 CHF | 99.53% | 99.53% |
03.07.2024 | 0.73% | 7.17 CHF | 7.18 CHF | 54'000 | 54'000 | 24'576 | 24'576 | 175'947 CHF | 176'851 CHF | 99.46% | 99.46% |
02.07.2024 | 0.72% | 7.18 CHF | 7.19 CHF | 54'000 | 54'000 | 24'514 | 24'514 | 176'231 CHF | 177'135 CHF | 100.00% | 100.00% |