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% | 7.85 CHF | 7.86 CHF | 50'000 | 50'000 | 21'478 | 21'478 | 169'015 CHF | 169'299 CHF | 99.38% | 99.38% |
12.07.2024 | 0.20% | 7.84 CHF | 7.85 CHF | 50'000 | 50'000 | 21'778 | 21'778 | 166'575 CHF | 166'862 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 7.70 CHF | 7.71 CHF | 51'000 | 51'000 | 21'433 | 21'433 | 170'222 CHF | 170'506 CHF | 99.98% | 99.98% |
10.07.2024 | 0.20% | 7.97 CHF | 7.98 CHF | 50'000 | 50'000 | 21'366 | 21'366 | 167'541 CHF | 167'824 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 7.77 CHF | 7.78 CHF | 50'000 | 50'000 | 21'664 | 21'664 | 168'592 CHF | 168'878 CHF | 99.95% | 99.95% |
08.07.2024 | 0.20% | 7.72 CHF | 7.73 CHF | 51'000 | 51'000 | 21'857 | 21'857 | 168'109 CHF | 168'397 CHF | 99.86% | 99.86% |
05.07.2024 | 0.19% | 7.65 CHF | 7.66 CHF | 51'000 | 51'000 | 21'463 | 21'463 | 170'098 CHF | 170'382 CHF | 99.63% | 99.63% |
04.07.2024 | 0.19% | 8.20 CHF | 8.21 CHF | 15'000 | 15'000 | 13'927 | 13'927 | 113'704 CHF | 113'913 CHF | 99.00% | 99.00% |
03.07.2024 | 0.20% | 7.99 CHF | 8.00 CHF | 49'000 | 49'000 | 21'422 | 21'422 | 168'121 CHF | 168'404 CHF | 99.99% | 99.99% |
02.07.2024 | 0.20% | 7.70 CHF | 7.71 CHF | 51'000 | 51'000 | 21'776 | 21'776 | 166'108 CHF | 166'395 CHF | 98.82% | 98.82% |