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 | 0.20% | 7.74 CHF | 7.75 CHF | 50'000 | 50'000 | 21'479 | 21'479 | 166'693 CHF | 166'977 CHF | 99.38% | 99.38% |
12.07.2024 | 0.21% | 7.73 CHF | 7.74 CHF | 50'000 | 50'000 | 21'780 | 21'780 | 164'207 CHF | 164'495 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 7.59 CHF | 7.60 CHF | 51'000 | 51'000 | 21'438 | 21'438 | 167'918 CHF | 168'203 CHF | 100.00% | 100.00% |
10.07.2024 | 0.20% | 7.86 CHF | 7.87 CHF | 50'000 | 50'000 | 21'367 | 21'367 | 165'223 CHF | 165'506 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 7.66 CHF | 7.67 CHF | 50'000 | 50'000 | 21'642 | 21'642 | 166'067 CHF | 166'352 CHF | 99.95% | 99.95% |
08.07.2024 | 0.21% | 7.61 CHF | 7.62 CHF | 51'000 | 51'000 | 21'858 | 21'858 | 165'743 CHF | 166'031 CHF | 99.86% | 99.86% |
05.07.2024 | 0.20% | 7.54 CHF | 7.55 CHF | 51'000 | 51'000 | 21'462 | 21'462 | 167'739 CHF | 168'023 CHF | 99.63% | 99.63% |
04.07.2024 | 0.19% | 8.09 CHF | 8.10 CHF | 15'000 | 15'000 | 13'927 | 13'927 | 112'195 CHF | 112'404 CHF | 98.99% | 98.99% |
03.07.2024 | 0.20% | 7.88 CHF | 7.89 CHF | 49'000 | 49'000 | 21'422 | 21'422 | 165'780 CHF | 166'064 CHF | 99.99% | 99.99% |
02.07.2024 | 0.21% | 7.59 CHF | 7.60 CHF | 51'000 | 51'000 | 21'773 | 21'773 | 163'703 CHF | 163'989 CHF | 98.81% | 98.81% |