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 | 0.38% | 7.73 CHF | 7.76 CHF | 17'000 | 17'000 | 16'377 | 16'377 | 130'236 CHF | 130'728 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 8.03 CHF | 8.06 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 129'775 CHF | 130'266 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 7.97 CHF | 8.00 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 130'331 CHF | 130'821 CHF | 99.95% | 99.95% |
10.07.2024 | 0.39% | 7.89 CHF | 7.92 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 128'267 CHF | 128'758 CHF | 99.95% | 99.95% |
09.07.2024 | 0.38% | 8.00 CHF | 8.03 CHF | 16'500 | 16'500 | 16'344 | 16'344 | 131'067 CHF | 131'558 CHF | 99.76% | 99.76% |
08.07.2024 | 0.39% | 7.76 CHF | 7.79 CHF | 16'500 | 16'500 | 16'350 | 16'350 | 126'906 CHF | 127'397 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 7.62 CHF | 7.65 CHF | 17'000 | 17'000 | 16'516 | 16'516 | 127'519 CHF | 128'015 CHF | 100.00% | 100.00% |
04.07.2024 | 0.39% | 7.81 CHF | 7.84 CHF | 16'500 | 16'500 | 16'406 | 16'406 | 127'702 CHF | 128'195 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 7.80 CHF | 7.83 CHF | 16'500 | 16'500 | 16'476 | 16'476 | 127'421 CHF | 127'916 CHF | 99.87% | 99.87% |
02.07.2024 | 0.40% | 7.67 CHF | 7.70 CHF | 16'500 | 16'500 | 16'817 | 16'817 | 126'033 CHF | 126'539 CHF | 99.67% | 99.67% |