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% | 7.42 CHF | 7.43 CHF | 7'400 | 7'400 | 7'269 | 7'269 | 51'820 CHF | 51'892 CHF | 100.00% | 100.00% |
12.07.2024 | 0.14% | 6.94 CHF | 6.95 CHF | 7'300 | 7'300 | 7'258 | 7'258 | 51'900 CHF | 51'973 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 7.27 CHF | 7.28 CHF | 7'300 | 7'300 | 7'308 | 7'308 | 53'738 CHF | 53'811 CHF | 99.75% | 99.75% |
10.07.2024 | 0.13% | 7.60 CHF | 7.61 CHF | 7'500 | 7'500 | 7'427 | 7'427 | 57'792 CHF | 57'866 CHF | 100.00% | 100.00% |
09.07.2024 | 0.13% | 7.81 CHF | 7.82 CHF | 7'500 | 7'500 | 7'356 | 7'356 | 55'950 CHF | 56'024 CHF | 96.46% | 99.51% |
08.07.2024 | 0.13% | 7.67 CHF | 7.68 CHF | 7'500 | 7'500 | 7'340 | 7'340 | 55'918 CHF | 55'991 CHF | 99.96% | 99.96% |
05.07.2024 | 0.14% | 7.65 CHF | 7.66 CHF | 7'400 | 7'400 | 7'338 | 7'338 | 54'782 CHF | 54'855 CHF | 99.92% | 99.92% |
04.07.2024 | 0.13% | 7.47 CHF | 7.48 CHF | 7'400 | 7'400 | 7'382 | 7'382 | 56'600 CHF | 56'674 CHF | 100.00% | 100.00% |
03.07.2024 | 0.13% | 7.92 CHF | 7.93 CHF | 7'500 | 7'500 | 7'431 | 7'431 | 58'133 CHF | 58'208 CHF | 99.78% | 99.78% |
02.07.2024 | 0.12% | 8.10 CHF | 8.11 CHF | 7'600 | 7'600 | 7'531 | 7'531 | 62'233 CHF | 62'308 CHF | 99.60% | 99.60% |