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 | 0.32% | 8.82 CHF | 8.83 CHF | 30'300 | 30'300 | 13'251 | 13'251 | 116'267 CHF | 116'547 CHF | 99.95% | 99.95% |
12.07.2024 | 0.34% | 9.38 CHF | 9.39 CHF | 29'700 | 29'700 | 13'255 | 13'255 | 115'322 CHF | 115'604 CHF | 99.99% | 99.99% |
11.07.2024 | 0.32% | 8.66 CHF | 8.67 CHF | 29'100 | 29'100 | 12'640 | 12'640 | 112'315 CHF | 112'582 CHF | 99.86% | 99.86% |
10.07.2024 | 0.36% | 8.79 CHF | 8.80 CHF | 32'400 | 32'400 | 14'278 | 14'278 | 120'591 CHF | 120'895 CHF | 99.99% | 99.99% |
09.07.2024 | 0.35% | 7.84 CHF | 7.85 CHF | 32'500 | 32'500 | 14'082 | 14'082 | 113'266 CHF | 113'562 CHF | 99.42% | 99.42% |
08.07.2024 | 0.32% | 7.47 CHF | 7.48 CHF | 36'700 | 36'700 | 16'021 | 16'021 | 119'573 CHF | 119'863 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 7.00 CHF | 7.01 CHF | 42'500 | 42'500 | 19'047 | 19'047 | 122'470 CHF | 122'817 CHF | 99.23% | 99.23% |
04.07.2024 | 0.42% | 5.95 CHF | 5.97 CHF | 15'600 | 15'600 | 13'230 | 13'230 | 80'162 CHF | 80'485 CHF | 97.60% | 97.60% |
03.07.2024 | 0.38% | 6.04 CHF | 6.05 CHF | 44'100 | 44'100 | 19'185 | 19'185 | 115'497 CHF | 115'843 CHF | 98.52% | 98.52% |
02.07.2024 | 0.30% | 5.40 CHF | 5.41 CHF | 50'800 | 50'800 | 22'129 | 22'129 | 116'066 CHF | 116'356 CHF | 99.99% | 99.99% |