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 | 0.14% | 7.29 CHF | 7.30 CHF | 57'300 | 57'300 | 31'814 | 31'814 | 227'762 CHF | 228'081 CHF | 98.85% | 98.85% |
12.07.2024 | 0.16% | 6.85 CHF | 6.86 CHF | 60'300 | 60'300 | 33'693 | 33'693 | 220'551 CHF | 220'888 CHF | 99.98% | 99.98% |
11.07.2024 | 0.15% | 6.29 CHF | 6.30 CHF | 57'500 | 57'500 | 30'933 | 30'933 | 210'752 CHF | 211'063 CHF | 99.96% | 99.96% |
10.07.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 59'000 | 59'000 | 32'813 | 32'813 | 219'323 CHF | 219'652 CHF | 99.89% | 99.89% |
09.07.2024 | 0.16% | 6.44 CHF | 6.45 CHF | 60'500 | 60'500 | 33'448 | 33'448 | 215'855 CHF | 216'190 CHF | 99.43% | 99.43% |
08.07.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 62'400 | 62'400 | 34'455 | 34'455 | 216'148 CHF | 216'493 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 6.11 CHF | 6.12 CHF | 66'300 | 66'300 | 36'922 | 36'922 | 217'710 CHF | 218'080 CHF | 99.35% | 99.35% |
04.07.2024 | 0.17% | 5.75 CHF | 5.76 CHF | 33'600 | 33'600 | 30'038 | 30'038 | 172'986 CHF | 173'286 CHF | 99.50% | 99.50% |
03.07.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 69'300 | 69'300 | 38'178 | 38'178 | 215'695 CHF | 216'077 CHF | 99.36% | 99.36% |
02.07.2024 | 0.19% | 5.67 CHF | 5.68 CHF | 71'600 | 71'600 | 40'337 | 40'337 | 216'706 CHF | 217'110 CHF | 99.98% | 99.98% |