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 | 0.19% | 8.04 CHF | 8.05 CHF | 50'000 | 50'000 | 21'475 | 21'475 | 173'074 CHF | 173'358 CHF | 99.37% | 99.37% |
12.07.2024 | 0.20% | 8.03 CHF | 8.04 CHF | 50'000 | 50'000 | 21'779 | 21'779 | 170'724 CHF | 171'012 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 7.89 CHF | 7.90 CHF | 51'000 | 51'000 | 21'434 | 21'434 | 174'293 CHF | 174'577 CHF | 99.99% | 99.99% |
10.07.2024 | 0.19% | 8.16 CHF | 8.17 CHF | 50'000 | 50'000 | 21'366 | 21'366 | 171'605 CHF | 171'888 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 7.96 CHF | 7.97 CHF | 50'000 | 50'000 | 21'663 | 21'663 | 172'714 CHF | 173'000 CHF | 99.95% | 99.95% |
08.07.2024 | 0.20% | 7.91 CHF | 7.92 CHF | 51'000 | 51'000 | 21'857 | 21'857 | 172'264 CHF | 172'552 CHF | 99.86% | 99.86% |
05.07.2024 | 0.19% | 7.84 CHF | 7.85 CHF | 51'000 | 51'000 | 21'469 | 21'469 | 174'210 CHF | 174'494 CHF | 99.65% | 99.65% |
04.07.2024 | 0.18% | 8.39 CHF | 8.40 CHF | 15'000 | 15'000 | 13'927 | 13'927 | 116'353 CHF | 116'562 CHF | 98.99% | 98.99% |
03.07.2024 | 0.19% | 8.18 CHF | 8.19 CHF | 49'000 | 49'000 | 21'422 | 21'422 | 172'216 CHF | 172'500 CHF | 99.99% | 99.99% |
02.07.2024 | 0.20% | 7.89 CHF | 7.90 CHF | 51'000 | 51'000 | 21'780 | 21'780 | 170'340 CHF | 170'626 CHF | 98.78% | 98.78% |