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 | 0.21% | 7.54 CHF | 7.55 CHF | 50'000 | 50'000 | 21'475 | 21'475 | 162'206 CHF | 162'490 CHF | 99.38% | 99.38% |
12.07.2024 | 0.21% | 7.52 CHF | 7.53 CHF | 50'000 | 50'000 | 21'780 | 21'780 | 159'717 CHF | 160'005 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 7.38 CHF | 7.39 CHF | 51'000 | 51'000 | 21'435 | 21'435 | 163'454 CHF | 163'739 CHF | 99.99% | 99.99% |
10.07.2024 | 0.21% | 7.65 CHF | 7.66 CHF | 50'000 | 50'000 | 21'364 | 21'364 | 160'746 CHF | 161'029 CHF | 99.99% | 99.99% |
09.07.2024 | 0.21% | 7.46 CHF | 7.47 CHF | 50'000 | 50'000 | 21'644 | 21'644 | 161'595 CHF | 161'881 CHF | 99.95% | 99.95% |
08.07.2024 | 0.21% | 7.41 CHF | 7.42 CHF | 51'000 | 51'000 | 21'858 | 21'858 | 161'226 CHF | 161'513 CHF | 99.86% | 99.86% |
05.07.2024 | 0.20% | 7.33 CHF | 7.34 CHF | 51'000 | 51'000 | 21'467 | 21'467 | 163'336 CHF | 163'620 CHF | 99.65% | 99.65% |
04.07.2024 | 0.20% | 7.88 CHF | 7.89 CHF | 15'000 | 15'000 | 13'927 | 13'927 | 109'278 CHF | 109'487 CHF | 98.99% | 98.99% |
03.07.2024 | 0.21% | 7.67 CHF | 7.68 CHF | 49'000 | 49'000 | 21'424 | 21'424 | 161'334 CHF | 161'618 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 7.38 CHF | 7.39 CHF | 51'000 | 51'000 | 21'779 | 21'779 | 159'227 CHF | 159'514 CHF | 98.78% | 98.78% |