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 | 0.30% | 6.60 CHF | 6.62 CHF | 12'300 | 12'300 | 12'265 | 12'265 | 81'927 CHF | 82'173 CHF | 99.22% | 99.22% |
12.07.2024 | 0.30% | 6.80 CHF | 6.82 CHF | 12'200 | 12'200 | 12'150 | 12'150 | 82'185 CHF | 82'428 CHF | 99.89% | 99.89% |
11.07.2024 | 0.43% | 6.84 CHF | 6.87 CHF | 11'600 | 11'600 | 11'556 | 11'556 | 79'645 CHF | 79'992 CHF | 99.61% | 99.61% |
10.07.2024 | 0.43% | 7.23 CHF | 7.26 CHF | 11'700 | 11'700 | 11'652 | 11'652 | 81'632 CHF | 81'982 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 6.92 CHF | 6.95 CHF | 11'300 | 11'300 | 11'265 | 11'265 | 78'450 CHF | 78'788 CHF | 99.88% | 99.88% |
08.07.2024 | 0.37% | 7.58 CHF | 7.61 CHF | 10'300 | 10'300 | 10'209 | 10'209 | 81'618 CHF | 81'925 CHF | 99.88% | 99.88% |
05.07.2024 | 0.35% | 8.16 CHF | 8.19 CHF | 9'100 | 9'100 | 9'079 | 9'079 | 78'738 CHF | 79'010 CHF | 99.75% | 99.75% |
04.07.2024 | 0.33% | 9.04 CHF | 9.07 CHF | 9'600 | 9'600 | 9'560 | 9'560 | 86'008 CHF | 86'295 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 8.75 CHF | 8.78 CHF | 11'900 | 11'900 | 11'856 | 11'856 | 100'761 CHF | 101'116 CHF | 99.33% | 99.33% |
02.07.2024 | 0.43% | 6.93 CHF | 6.96 CHF | 11'100 | 11'100 | 11'178 | 11'178 | 78'139 CHF | 78'475 CHF | 99.95% | 99.95% |