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 | 0.89% | 8.09 CHF | 8.16 CHF | 18'500 | 18'500 | 18'500 | 18'500 | 145'791 CHF | 147'086 CHF | 99.10% | 99.10% |
12.07.2024 | 0.86% | 8.44 CHF | 8.51 CHF | 19'800 | 19'800 | 19'800 | 19'800 | 161'212 CHF | 162'598 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 7.86 CHF | 7.93 CHF | 19'800 | 19'800 | 19'800 | 19'800 | 157'736 CHF | 159'122 CHF | 99.99% | 99.99% |
10.07.2024 | 0.82% | 7.62 CHF | 7.68 CHF | 22'200 | 22'200 | 22'200 | 22'200 | 162'537 CHF | 163'869 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 6.53 CHF | 6.60 CHF | 19'500 | 19'500 | 19'500 | 19'500 | 135'617 CHF | 136'982 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 7.98 CHF | 8.05 CHF | 19'300 | 19'300 | 19'300 | 19'300 | 165'587 CHF | 166'938 CHF | 100.00% | 100.00% |
05.07.2024 | 0.86% | 7.81 CHF | 7.88 CHF | 17'900 | 17'900 | 17'900 | 17'900 | 146'177 CHF | 147'430 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 8.74 CHF | 8.80 CHF | 20'500 | 20'500 | 20'500 | 20'500 | 176'358 CHF | 177'588 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 7.57 CHF | 7.63 CHF | 24'100 | 24'100 | 24'100 | 24'100 | 180'474 CHF | 181'920 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 6.26 CHF | 6.32 CHF | 20'900 | 20'900 | 20'900 | 20'900 | 129'469 CHF | 130'723 CHF | 99.97% | 99.97% |