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 | 2.19% | 6.75 CHF | 6.78 CHF | 26'200 | 26'200 | 10'240 | 10'240 | 65'650 CHF | 66'499 CHF | 99.98% | 99.98% |
12.07.2024 | 2.14% | 6.19 CHF | 6.22 CHF | 29'000 | 29'000 | 12'742 | 12'742 | 73'886 CHF | 74'973 CHF | 100.00% | 100.00% |
11.07.2024 | 2.16% | 5.67 CHF | 5.70 CHF | 25'600 | 25'600 | 11'667 | 11'667 | 68'619 CHF | 69'721 CHF | 99.68% | 99.68% |
10.07.2024 | 2.16% | 6.40 CHF | 6.43 CHF | 24'500 | 24'500 | 10'990 | 10'990 | 70'841 CHF | 71'935 CHF | 99.85% | 99.85% |
09.07.2024 | 2.14% | 6.75 CHF | 6.78 CHF | 24'000 | 24'000 | 10'827 | 10'827 | 71'625 CHF | 72'691 CHF | 99.74% | 99.74% |
08.07.2024 | 2.13% | 6.77 CHF | 6.80 CHF | 23'500 | 23'500 | 10'407 | 10'407 | 69'636 CHF | 70'707 CHF | 99.30% | 99.30% |
05.07.2024 | 2.10% | 6.92 CHF | 6.95 CHF | 23'000 | 23'000 | 10'302 | 10'302 | 72'523 CHF | 73'599 CHF | 99.89% | 99.89% |
04.07.2024 | 2.45% | 6.95 CHF | 7.09 CHF | 9'200 | 9'200 | 7'399 | 7'399 | 51'184 CHF | 52'404 CHF | 99.59% | 99.59% |
03.07.2024 | 2.17% | 7.17 CHF | 7.20 CHF | 25'200 | 25'200 | 10'541 | 10'541 | 70'719 CHF | 71'796 CHF | 100.00% | 100.00% |
02.07.2024 | 2.11% | 6.46 CHF | 6.49 CHF | 25'900 | 25'900 | 11'543 | 11'543 | 72'849 CHF | 73'933 CHF | 99.99% | 99.99% |