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 | 0.12% | 8.28 CHF | 8.29 CHF | 71'500 | 71'500 | 70'620 | 70'620 | 591'402 CHF | 592'109 CHF | 99.80% | 99.80% |
12.07.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 73'500 | 73'500 | 73'571 | 73'571 | 608'926 CHF | 609'662 CHF | 100.00% | 100.00% |
11.07.2024 | 0.13% | 8.16 CHF | 8.17 CHF | 76'000 | 76'000 | 75'603 | 75'603 | 606'708 CHF | 607'465 CHF | 99.73% | 99.73% |
10.07.2024 | 0.13% | 7.93 CHF | 7.94 CHF | 79'000 | 79'000 | 78'379 | 78'379 | 611'288 CHF | 612'073 CHF | 100.00% | 100.00% |
09.07.2024 | 0.13% | 7.62 CHF | 7.63 CHF | 76'000 | 76'000 | 74'913 | 74'913 | 588'240 CHF | 588'990 CHF | 99.74% | 99.74% |
08.07.2024 | 0.12% | 8.06 CHF | 8.07 CHF | 75'500 | 75'500 | 74'349 | 74'349 | 606'434 CHF | 607'178 CHF | 99.91% | 99.91% |
05.07.2024 | 0.12% | 8.05 CHF | 8.06 CHF | 75'500 | 75'500 | 74'382 | 74'382 | 612'232 CHF | 612'976 CHF | 99.70% | 99.70% |
04.07.2024 | 0.13% | 8.04 CHF | 8.05 CHF | 76'500 | 76'500 | 75'782 | 75'782 | 606'017 CHF | 606'776 CHF | 100.00% | 100.00% |
03.07.2024 | 0.13% | 7.92 CHF | 7.93 CHF | 79'500 | 79'500 | 78'910 | 78'910 | 615'916 CHF | 616'706 CHF | 100.00% | 100.00% |
02.07.2024 | 0.14% | 7.52 CHF | 7.53 CHF | 78'000 | 78'000 | 77'590 | 77'590 | 578'464 CHF | 579'241 CHF | 99.27% | 99.27% |