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 | 0.30% | 7.78 CHF | 7.79 CHF | 52'300 | 52'300 | 23'402 | 23'402 | 182'053 CHF | 182'478 CHF | 99.95% | 99.95% |
12.07.2024 | 0.30% | 7.85 CHF | 7.86 CHF | 51'800 | 51'800 | 23'230 | 23'230 | 181'320 CHF | 181'741 CHF | 99.99% | 99.99% |
11.07.2024 | 0.33% | 7.95 CHF | 7.96 CHF | 48'000 | 48'000 | 21'038 | 21'038 | 178'289 CHF | 178'733 CHF | 99.88% | 99.88% |
10.07.2024 | 0.33% | 8.40 CHF | 8.41 CHF | 47'200 | 47'200 | 21'056 | 21'056 | 181'718 CHF | 182'162 CHF | 99.27% | 99.27% |
09.07.2024 | 0.33% | 8.71 CHF | 8.72 CHF | 47'200 | 47'200 | 21'126 | 21'126 | 183'300 CHF | 183'745 CHF | 100.00% | 100.00% |
08.07.2024 | 0.33% | 8.65 CHF | 8.66 CHF | 46'600 | 46'600 | 20'887 | 20'887 | 181'551 CHF | 181'992 CHF | 100.00% | 100.00% |
05.07.2024 | 0.34% | 8.69 CHF | 8.70 CHF | 48'300 | 48'300 | 21'529 | 21'529 | 184'377 CHF | 184'832 CHF | 99.81% | 99.81% |
04.07.2024 | 0.36% | 8.50 CHF | 8.52 CHF | 19'300 | 19'300 | 15'477 | 15'477 | 131'009 CHF | 131'446 CHF | 98.30% | 98.30% |
03.07.2024 | 0.32% | 8.37 CHF | 8.38 CHF | 46'500 | 46'500 | 20'561 | 20'561 | 178'277 CHF | 178'711 CHF | 99.40% | 99.40% |
02.07.2024 | 0.35% | 8.43 CHF | 8.44 CHF | 48'400 | 48'400 | 21'596 | 21'596 | 179'326 CHF | 179'781 CHF | 99.97% | 99.97% |