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% | 8.06 CHF | 8.07 CHF | 50'000 | 50'000 | 21'477 | 21'477 | 173'505 CHF | 173'789 CHF | 99.38% | 99.38% |
12.07.2024 | 0.20% | 8.05 CHF | 8.06 CHF | 50'000 | 50'000 | 21'778 | 21'778 | 171'122 CHF | 171'409 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 7.90 CHF | 7.91 CHF | 51'000 | 51'000 | 21'434 | 21'434 | 174'705 CHF | 174'990 CHF | 99.99% | 99.99% |
10.07.2024 | 0.19% | 8.18 CHF | 8.19 CHF | 50'000 | 50'000 | 21'366 | 21'366 | 172'015 CHF | 172'298 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 7.98 CHF | 7.99 CHF | 50'000 | 50'000 | 21'644 | 21'644 | 172'968 CHF | 173'254 CHF | 99.95% | 99.95% |
08.07.2024 | 0.20% | 7.93 CHF | 7.94 CHF | 51'000 | 51'000 | 21'858 | 21'858 | 172'679 CHF | 172'967 CHF | 99.86% | 99.86% |
05.07.2024 | 0.19% | 7.85 CHF | 7.86 CHF | 51'000 | 51'000 | 21'464 | 21'464 | 174'605 CHF | 174'889 CHF | 99.64% | 99.64% |
04.07.2024 | 0.18% | 8.41 CHF | 8.42 CHF | 15'000 | 15'000 | 13'927 | 13'927 | 116'629 CHF | 116'838 CHF | 99.00% | 99.00% |
03.07.2024 | 0.19% | 8.20 CHF | 8.21 CHF | 49'000 | 49'000 | 21'597 | 21'597 | 174'032 CHF | 174'317 CHF | 99.12% | 99.12% |
02.07.2024 | 0.20% | 7.91 CHF | 7.92 CHF | 51'000 | 51'000 | 21'773 | 21'773 | 170'675 CHF | 170'961 CHF | 98.81% | 98.81% |