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 | 2.08% | 6.90 CHF | 6.92 CHF | 18'300 | 18'300 | 8'202 | 8'202 | 56'057 CHF | 56'857 CHF | 99.99% | 99.99% |
12.07.2024 | 2.08% | 6.96 CHF | 6.98 CHF | 18'000 | 18'000 | 8'073 | 8'073 | 55'552 CHF | 56'351 CHF | 99.99% | 99.99% |
11.07.2024 | 2.11% | 6.72 CHF | 6.74 CHF | 19'900 | 19'900 | 8'935 | 8'935 | 58'365 CHF | 59'207 CHF | 99.81% | 99.81% |
10.07.2024 | 2.09% | 6.04 CHF | 6.06 CHF | 21'400 | 21'400 | 9'614 | 9'614 | 57'309 CHF | 58'139 CHF | 99.99% | 99.99% |
09.07.2024 | 2.10% | 5.81 CHF | 5.83 CHF | 20'700 | 20'700 | 9'294 | 9'294 | 55'698 CHF | 56'526 CHF | 99.73% | 99.73% |
08.07.2024 | 2.09% | 6.39 CHF | 6.41 CHF | 19'600 | 19'600 | 8'786 | 8'786 | 57'548 CHF | 58'376 CHF | 100.00% | 100.00% |
05.07.2024 | 2.10% | 6.51 CHF | 6.53 CHF | 19'900 | 19'900 | 8'897 | 8'897 | 57'748 CHF | 58'592 CHF | 99.67% | 99.67% |
04.07.2024 | 2.44% | 6.64 CHF | 6.77 CHF | 8'000 | 8'000 | 6'346 | 6'346 | 41'600 CHF | 42'584 CHF | 99.53% | 99.53% |
03.07.2024 | 2.05% | 6.41 CHF | 6.43 CHF | 20'600 | 20'600 | 9'283 | 9'283 | 59'047 CHF | 59'874 CHF | 99.46% | 99.46% |
02.07.2024 | 2.13% | 6.40 CHF | 6.42 CHF | 19'800 | 19'800 | 8'904 | 8'904 | 57'168 CHF | 58'010 CHF | 99.99% | 99.99% |