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 | 0.21% | 7.27 CHF | 7.28 CHF | 50'000 | 50'000 | 21'479 | 21'479 | 156'501 CHF | 156'785 CHF | 99.38% | 99.38% |
12.07.2024 | 0.22% | 7.26 CHF | 7.27 CHF | 50'000 | 50'000 | 21'779 | 21'779 | 153'880 CHF | 154'167 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 7.11 CHF | 7.12 CHF | 51'000 | 51'000 | 21'434 | 21'434 | 157'731 CHF | 158'016 CHF | 99.99% | 99.99% |
10.07.2024 | 0.22% | 7.39 CHF | 7.40 CHF | 50'000 | 50'000 | 21'367 | 21'367 | 155'056 CHF | 155'339 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 7.19 CHF | 7.20 CHF | 50'000 | 50'000 | 21'643 | 21'643 | 155'778 CHF | 156'063 CHF | 99.95% | 99.95% |
08.07.2024 | 0.22% | 7.14 CHF | 7.15 CHF | 51'000 | 51'000 | 21'857 | 21'857 | 155'363 CHF | 155'651 CHF | 99.86% | 99.86% |
05.07.2024 | 0.21% | 7.06 CHF | 7.07 CHF | 51'000 | 51'000 | 21'468 | 21'468 | 157'586 CHF | 157'871 CHF | 99.65% | 99.65% |
04.07.2024 | 0.20% | 7.61 CHF | 7.62 CHF | 15'000 | 15'000 | 13'924 | 13'924 | 105'525 CHF | 105'734 CHF | 99.00% | 99.00% |
03.07.2024 | 0.21% | 7.40 CHF | 7.41 CHF | 49'000 | 49'000 | 21'600 | 21'600 | 156'852 CHF | 157'138 CHF | 99.13% | 99.13% |
02.07.2024 | 0.22% | 7.11 CHF | 7.12 CHF | 51'000 | 51'000 | 21'773 | 21'773 | 153'301 CHF | 153'587 CHF | 98.81% | 98.81% |