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 | 0.63% | 8.56 CHF | 8.59 CHF | 20'000 | 20'000 | 12'284 | 7'655 | 102'742 CHF | 64'437 CHF | 94.55% | 94.55% |
12.07.2024 | 0.72% | 7.92 CHF | 7.95 CHF | 20'000 | 20'000 | 12'206 | 7'530 | 91'282 CHF | 57'333 CHF | 97.97% | 97.97% |
11.07.2024 | 0.66% | 7.12 CHF | 7.15 CHF | 20'000 | 20'000 | 12'178 | 7'485 | 96'239 CHF | 58'569 CHF | 99.16% | 99.16% |
10.07.2024 | 0.70% | 7.83 CHF | 7.86 CHF | 20'000 | 20'000 | 12'261 | 7'618 | 94'213 CHF | 59'340 CHF | 95.60% | 95.60% |
09.07.2024 | 0.72% | 7.36 CHF | 7.39 CHF | 20'000 | 20'000 | 12'167 | 7'467 | 89'609 CHF | 55'385 CHF | 99.56% | 99.56% |
08.07.2024 | 0.74% | 7.11 CHF | 7.14 CHF | 20'000 | 20'000 | 12'171 | 7'473 | 86'744 CHF | 53'001 CHF | 99.61% | 99.61% |
05.07.2024 | 0.82% | 6.89 CHF | 6.92 CHF | 20'000 | 20'000 | 12'268 | 7'628 | 80'716 CHF | 51'204 CHF | 95.15% | 95.15% |
04.07.2024 | 0.94% | 6.43 CHF | 6.49 CHF | 10'000 | 4'000 | 10'000 | 4'000 | 63'830 CHF | 25'772 CHF | 94.10% | 94.10% |
03.07.2024 | 0.86% | 6.33 CHF | 6.36 CHF | 20'000 | 20'000 | 12'171 | 7'473 | 75'828 CHF | 47'038 CHF | 99.61% | 99.61% |
02.07.2024 | 0.93% | 6.27 CHF | 6.30 CHF | 20'000 | 20'000 | 12'170 | 7'473 | 71'098 CHF | 44'583 CHF | 99.61% | 99.61% |