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 | 0.13% | 7.59 CHF | 7.60 CHF | 33'000 | 33'000 | 32'205 | 32'205 | 246'395 CHF | 246'718 CHF | 98.67% | 98.67% |
12.07.2024 | 0.13% | 7.61 CHF | 7.62 CHF | 32'500 | 32'500 | 32'195 | 32'195 | 245'314 CHF | 245'637 CHF | 100.00% | 100.00% |
11.07.2024 | 0.13% | 7.61 CHF | 7.62 CHF | 32'500 | 32'500 | 32'220 | 32'220 | 246'567 CHF | 246'889 CHF | 99.94% | 99.94% |
10.07.2024 | 0.13% | 7.57 CHF | 7.58 CHF | 33'000 | 33'000 | 32'691 | 32'691 | 246'615 CHF | 246'942 CHF | 100.00% | 100.00% |
09.07.2024 | 0.13% | 7.50 CHF | 7.51 CHF | 33'000 | 33'000 | 32'702 | 32'702 | 245'986 CHF | 246'314 CHF | 99.52% | 99.52% |
08.07.2024 | 0.14% | 7.49 CHF | 7.50 CHF | 33'000 | 33'000 | 32'944 | 32'944 | 246'228 CHF | 246'558 CHF | 100.00% | 100.00% |
05.07.2024 | 0.14% | 7.40 CHF | 7.41 CHF | 33'500 | 33'500 | 33'169 | 33'169 | 246'353 CHF | 246'686 CHF | 99.93% | 99.93% |
04.07.2024 | 0.13% | 7.50 CHF | 7.51 CHF | 33'000 | 33'000 | 32'747 | 32'747 | 245'495 CHF | 245'823 CHF | 100.00% | 100.00% |
03.07.2024 | 0.14% | 7.44 CHF | 7.45 CHF | 33'500 | 33'500 | 33'186 | 33'186 | 246'773 CHF | 247'105 CHF | 100.00% | 100.00% |
02.07.2024 | 0.13% | 7.51 CHF | 7.52 CHF | 33'000 | 33'000 | 32'822 | 32'822 | 246'661 CHF | 246'989 CHF | 98.85% | 98.85% |