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 | 0.23% | 6.81 CHF | 6.82 CHF | 50'000 | 50'000 | 21'479 | 21'479 | 146'605 CHF | 146'889 CHF | 99.38% | 99.38% |
12.07.2024 | 0.24% | 6.79 CHF | 6.80 CHF | 50'000 | 50'000 | 21'779 | 21'779 | 143'838 CHF | 144'125 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 6.65 CHF | 6.66 CHF | 51'000 | 51'000 | 21'433 | 21'433 | 147'832 CHF | 148'117 CHF | 99.99% | 99.99% |
10.07.2024 | 0.23% | 6.92 CHF | 6.93 CHF | 50'000 | 50'000 | 21'367 | 21'367 | 145'163 CHF | 145'446 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 6.72 CHF | 6.73 CHF | 50'000 | 50'000 | 21'644 | 21'644 | 145'775 CHF | 146'061 CHF | 99.95% | 99.95% |
08.07.2024 | 0.23% | 6.68 CHF | 6.69 CHF | 51'000 | 51'000 | 21'857 | 21'857 | 145'295 CHF | 145'583 CHF | 99.86% | 99.86% |
05.07.2024 | 0.22% | 6.60 CHF | 6.61 CHF | 51'000 | 51'000 | 21'468 | 21'468 | 147'670 CHF | 147'954 CHF | 99.65% | 99.65% |
04.07.2024 | 0.22% | 7.15 CHF | 7.16 CHF | 15'000 | 15'000 | 13'927 | 13'927 | 99'098 CHF | 99'307 CHF | 99.00% | 99.00% |
03.07.2024 | 0.23% | 6.94 CHF | 6.95 CHF | 49'000 | 49'000 | 21'422 | 21'422 | 145'629 CHF | 145'913 CHF | 99.99% | 99.99% |
02.07.2024 | 0.24% | 6.64 CHF | 6.65 CHF | 51'000 | 51'000 | 21'773 | 21'773 | 143'176 CHF | 143'462 CHF | 98.81% | 98.81% |