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 | 1.72% | 7.99 CHF | 8.07 CHF | 10'000 | 10'000 | 10'000 | 5'807 | 80'776 CHF | 47'542 CHF | 99.34% | 99.34% |
12.07.2024 | 1.76% | 7.72 CHF | 7.79 CHF | 10'000 | 10'000 | 10'000 | 6'068 | 75'785 CHF | 46'873 CHF | 99.63% | 99.63% |
11.07.2024 | 1.78% | 7.24 CHF | 7.31 CHF | 10'000 | 10'000 | 10'000 | 6'141 | 74'826 CHF | 46'475 CHF | 93.15% | 93.15% |
10.07.2024 | 1.83% | 7.29 CHF | 7.37 CHF | 10'000 | 10'000 | 10'000 | 6'002 | 74'217 CHF | 44'983 CHF | 80.04% | 80.04% |
09.07.2024 | 1.75% | 7.73 CHF | 7.80 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 80'315 CHF | 47'173 CHF | 99.62% | 99.62% |
08.07.2024 | 1.74% | 8.41 CHF | 8.49 CHF | 10'000 | 7'500 | 10'000 | 5'271 | 86'381 CHF | 46'264 CHF | 99.63% | 99.63% |
05.07.2024 | 1.72% | 8.69 CHF | 8.77 CHF | 10'000 | 7'500 | 10'000 | 5'279 | 85'679 CHF | 45'963 CHF | 98.32% | 98.32% |
04.07.2024 | 1.71% | 8.62 CHF | 8.70 CHF | 10'000 | 7'500 | 10'000 | 5'340 | 85'333 CHF | 46'324 CHF | 88.23% | 88.23% |
03.07.2024 | 1.73% | 8.55 CHF | 8.63 CHF | 10'000 | 7'500 | 10'000 | 5'276 | 84'568 CHF | 45'397 CHF | 99.63% | 99.63% |
02.07.2024 | 1.79% | 7.97 CHF | 8.05 CHF | 10'000 | 10'000 | 10'000 | 6'067 | 76'557 CHF | 47'458 CHF | 99.62% | 99.62% |