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% | 7.12 CHF | 7.13 CHF | 50'000 | 50'000 | 21'479 | 21'479 | 153'378 CHF | 153'661 CHF | 99.38% | 99.38% |
12.07.2024 | 0.23% | 7.11 CHF | 7.12 CHF | 50'000 | 50'000 | 21'779 | 21'779 | 150'727 CHF | 151'014 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 6.97 CHF | 6.98 CHF | 51'000 | 51'000 | 21'432 | 21'432 | 154'589 CHF | 154'873 CHF | 99.98% | 99.98% |
10.07.2024 | 0.22% | 7.24 CHF | 7.25 CHF | 50'000 | 50'000 | 21'366 | 21'366 | 151'914 CHF | 152'197 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 7.04 CHF | 7.05 CHF | 50'000 | 50'000 | 21'665 | 21'665 | 152'794 CHF | 153'080 CHF | 99.95% | 99.95% |
08.07.2024 | 0.22% | 6.99 CHF | 7.00 CHF | 51'000 | 51'000 | 21'857 | 21'857 | 152'192 CHF | 152'480 CHF | 99.86% | 99.86% |
05.07.2024 | 0.21% | 6.92 CHF | 6.93 CHF | 51'000 | 51'000 | 21'471 | 21'471 | 154'478 CHF | 154'762 CHF | 99.66% | 99.66% |
04.07.2024 | 0.21% | 7.46 CHF | 7.47 CHF | 15'000 | 15'000 | 13'923 | 13'923 | 103'457 CHF | 103'666 CHF | 98.99% | 98.99% |
03.07.2024 | 0.22% | 7.26 CHF | 7.27 CHF | 49'000 | 49'000 | 21'424 | 21'424 | 152'445 CHF | 152'729 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 6.96 CHF | 6.97 CHF | 51'000 | 51'000 | 21'782 | 21'782 | 150'187 CHF | 150'474 CHF | 98.79% | 98.79% |