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 | 0.29% | 6.96 CHF | 6.98 CHF | 21'900 | 21'900 | 21'837 | 21'837 | 152'763 CHF | 153'200 CHF | 99.88% | 99.88% |
12.07.2024 | 0.28% | 7.05 CHF | 7.07 CHF | 21'800 | 21'800 | 21'710 | 21'710 | 152'735 CHF | 153'170 CHF | 100.00% | 100.00% |
11.07.2024 | 0.28% | 7.07 CHF | 7.09 CHF | 21'300 | 21'300 | 21'220 | 21'220 | 150'662 CHF | 151'087 CHF | 99.66% | 99.66% |
10.07.2024 | 0.28% | 7.27 CHF | 7.29 CHF | 21'500 | 21'500 | 21'411 | 21'411 | 153'070 CHF | 153'498 CHF | 99.99% | 99.99% |
09.07.2024 | 0.28% | 7.11 CHF | 7.13 CHF | 21'200 | 21'200 | 21'132 | 21'132 | 150'622 CHF | 151'045 CHF | 100.00% | 100.00% |
08.07.2024 | 0.26% | 7.43 CHF | 7.45 CHF | 20'300 | 20'300 | 20'094 | 20'094 | 153'108 CHF | 153'510 CHF | 99.88% | 99.88% |
05.07.2024 | 0.25% | 7.70 CHF | 7.72 CHF | 19'100 | 19'100 | 19'043 | 19'043 | 151'060 CHF | 151'441 CHF | 99.88% | 99.88% |
04.07.2024 | 0.25% | 8.09 CHF | 8.11 CHF | 19'500 | 19'500 | 19'420 | 19'420 | 156'779 CHF | 157'167 CHF | 100.00% | 100.00% |
03.07.2024 | 0.25% | 7.97 CHF | 7.99 CHF | 21'400 | 21'400 | 21'321 | 21'321 | 167'086 CHF | 167'513 CHF | 99.33% | 99.33% |
02.07.2024 | 0.28% | 7.02 CHF | 7.04 CHF | 21'200 | 21'200 | 21'319 | 21'319 | 150'231 CHF | 150'658 CHF | 99.98% | 99.98% |