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 | 0.32% | 8.13 CHF | 8.14 CHF | 50'000 | 50'000 | 22'684 | 22'684 | 184'772 CHF | 185'234 CHF | 99.69% | 99.69% |
12.07.2024 | 0.32% | 8.04 CHF | 8.05 CHF | 50'000 | 50'000 | 22'676 | 22'676 | 181'714 CHF | 182'175 CHF | 99.69% | 99.69% |
11.07.2024 | 0.32% | 7.88 CHF | 7.89 CHF | 52'000 | 52'000 | 23'160 | 23'160 | 183'996 CHF | 184'464 CHF | 99.78% | 99.78% |
10.07.2024 | 0.33% | 7.94 CHF | 7.95 CHF | 52'000 | 52'000 | 22'882 | 22'882 | 182'361 CHF | 182'824 CHF | 98.42% | 98.42% |
09.07.2024 | 0.32% | 8.06 CHF | 8.07 CHF | 50'000 | 50'000 | 22'635 | 22'635 | 184'114 CHF | 184'575 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 8.25 CHF | 8.26 CHF | 50'000 | 50'000 | 22'632 | 22'632 | 187'966 CHF | 188'496 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 8.33 CHF | 8.34 CHF | 50'000 | 50'000 | 22'547 | 22'547 | 187'173 CHF | 187'704 CHF | 99.61% | 99.61% |
04.07.2024 | 0.42% | 8.32 CHF | 8.35 CHF | 20'000 | 20'000 | 16'279 | 16'279 | 135'204 CHF | 135'762 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 8.31 CHF | 8.32 CHF | 50'000 | 50'000 | 22'643 | 22'643 | 187'889 CHF | 188'419 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 8.15 CHF | 8.16 CHF | 50'000 | 50'000 | 22'635 | 22'635 | 182'890 CHF | 183'351 CHF | 100.00% | 100.00% |