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 | 0.31% | 8.17 CHF | 8.18 CHF | 50'000 | 50'000 | 22'634 | 22'634 | 185'283 CHF | 185'744 CHF | 100.00% | 100.00% |
12.07.2024 | 0.32% | 8.08 CHF | 8.09 CHF | 50'000 | 50'000 | 22'655 | 22'655 | 182'483 CHF | 182'944 CHF | 99.90% | 99.90% |
11.07.2024 | 0.32% | 7.92 CHF | 7.93 CHF | 52'000 | 52'000 | 23'156 | 23'156 | 184'926 CHF | 185'394 CHF | 100.00% | 100.00% |
10.07.2024 | 0.32% | 7.98 CHF | 7.99 CHF | 52'000 | 52'000 | 22'824 | 22'824 | 182'834 CHF | 183'296 CHF | 99.72% | 99.72% |
09.07.2024 | 0.31% | 8.10 CHF | 8.11 CHF | 50'000 | 50'000 | 22'634 | 22'634 | 185'023 CHF | 185'485 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 8.29 CHF | 8.30 CHF | 50'000 | 50'000 | 22'633 | 22'633 | 188'853 CHF | 189'384 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 8.37 CHF | 8.38 CHF | 50'000 | 50'000 | 22'547 | 22'547 | 188'052 CHF | 188'582 CHF | 99.62% | 99.62% |
04.07.2024 | 0.42% | 8.36 CHF | 8.39 CHF | 20'000 | 20'000 | 16'279 | 16'279 | 135'841 CHF | 136'399 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 8.35 CHF | 8.36 CHF | 50'000 | 50'000 | 22'644 | 22'644 | 188'787 CHF | 189'318 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 8.19 CHF | 8.20 CHF | 50'000 | 50'000 | 22'633 | 22'633 | 183'798 CHF | 184'260 CHF | 99.99% | 99.99% |