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 | 0.26% | 7.62 CHF | 7.64 CHF | 26'900 | 26'900 | 26'867 | 26'867 | 207'216 CHF | 207'754 CHF | 99.99% | 99.99% |
12.07.2024 | 0.27% | 7.76 CHF | 7.78 CHF | 28'200 | 28'200 | 28'531 | 28'531 | 208'867 CHF | 209'437 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 7.43 CHF | 7.45 CHF | 29'100 | 29'100 | 28'871 | 28'871 | 210'184 CHF | 210'761 CHF | 99.95% | 99.95% |
10.07.2024 | 0.28% | 7.18 CHF | 7.20 CHF | 29'700 | 29'700 | 29'629 | 29'629 | 211'819 CHF | 212'411 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 6.97 CHF | 6.99 CHF | 28'200 | 28'200 | 27'653 | 27'653 | 204'055 CHF | 204'608 CHF | 99.99% | 99.99% |
08.07.2024 | 0.25% | 7.59 CHF | 7.61 CHF | 27'000 | 27'000 | 26'487 | 26'487 | 210'109 CHF | 210'639 CHF | 100.00% | 100.00% |
05.07.2024 | 0.25% | 7.81 CHF | 7.83 CHF | 27'600 | 27'600 | 27'522 | 27'522 | 219'153 CHF | 219'703 CHF | 99.86% | 99.86% |
04.07.2024 | 0.27% | 7.46 CHF | 7.48 CHF | 27'700 | 27'700 | 27'586 | 27'586 | 206'949 CHF | 207'500 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 7.51 CHF | 7.53 CHF | 29'200 | 29'200 | 29'080 | 29'080 | 215'433 CHF | 216'015 CHF | 99.99% | 99.99% |
02.07.2024 | 0.29% | 7.08 CHF | 7.10 CHF | 29'400 | 29'400 | 29'228 | 29'228 | 204'354 CHF | 204'938 CHF | 99.98% | 99.98% |