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 | 0.22% | 6.93 CHF | 6.94 CHF | 50'000 | 50'000 | 21'477 | 21'477 | 149'099 CHF | 149'383 CHF | 99.37% | 99.37% |
12.07.2024 | 0.23% | 6.91 CHF | 6.92 CHF | 50'000 | 50'000 | 21'779 | 21'779 | 146'400 CHF | 146'687 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 6.77 CHF | 6.78 CHF | 51'000 | 51'000 | 21'437 | 21'437 | 150'365 CHF | 150'650 CHF | 100.00% | 100.00% |
10.07.2024 | 0.23% | 7.04 CHF | 7.05 CHF | 50'000 | 50'000 | 21'367 | 21'367 | 147'674 CHF | 147'957 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 6.84 CHF | 6.85 CHF | 50'000 | 50'000 | 21'642 | 21'642 | 148'312 CHF | 148'598 CHF | 99.95% | 99.95% |
08.07.2024 | 0.23% | 6.80 CHF | 6.81 CHF | 51'000 | 51'000 | 21'857 | 21'857 | 147'844 CHF | 148'132 CHF | 99.86% | 99.86% |
05.07.2024 | 0.22% | 6.72 CHF | 6.73 CHF | 51'000 | 51'000 | 21'469 | 21'469 | 150'200 CHF | 150'485 CHF | 99.65% | 99.65% |
04.07.2024 | 0.21% | 7.27 CHF | 7.28 CHF | 15'000 | 15'000 | 13'927 | 13'927 | 100'721 CHF | 100'930 CHF | 98.99% | 98.99% |
03.07.2024 | 0.22% | 7.06 CHF | 7.07 CHF | 49'000 | 49'000 | 21'424 | 21'424 | 148'159 CHF | 148'443 CHF | 100.00% | 100.00% |
02.07.2024 | 0.23% | 6.76 CHF | 6.77 CHF | 51'000 | 51'000 | 21'783 | 21'783 | 145'839 CHF | 146'125 CHF | 98.78% | 98.78% |