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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 15'880 | 15'880 | 15'797 | 15'797 | 122'701 CHF | 122'859 CHF | 100.00% | 100.00% |
11.07.2024 | 0.13% | 8.00 CHF | 8.01 CHF | 16'050 | 16'050 | 15'935 | 15'935 | 127'819 CHF | 127'979 CHF | 99.52% | 99.52% |
10.07.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 16'220 | 16'220 | 16'218 | 16'218 | 138'019 CHF | 138'181 CHF | 100.00% | 100.00% |
09.07.2024 | 0.12% | 8.72 CHF | 8.73 CHF | 16'480 | 16'480 | 16'300 | 16'300 | 141'019 CHF | 141'183 CHF | 99.25% | 99.25% |
08.07.2024 | 0.11% | 8.85 CHF | 8.86 CHF | 16'590 | 16'590 | 16'414 | 16'414 | 145'055 CHF | 145'219 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 8.85 CHF | 8.86 CHF | 16'590 | 16'590 | 16'326 | 16'326 | 141'583 CHF | 141'747 CHF | 99.82% | 99.82% |
04.07.2024 | 0.11% | 8.87 CHF | 8.88 CHF | 16'620 | 16'620 | 16'539 | 16'539 | 148'773 CHF | 148'938 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 8.58 CHF | 8.59 CHF | 16'420 | 16'420 | 16'198 | 16'198 | 137'582 CHF | 137'744 CHF | 99.82% | 99.82% |
02.07.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 16'210 | 16'210 | 16'097 | 16'097 | 135'468 CHF | 135'629 CHF | 99.10% | 99.10% |
01.07.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 16'110 | 16'110 | 15'980 | 15'980 | 131'881 CHF | 132'041 CHF | 97.49% | 98.60% |