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% | 7.01 CHF | 7.02 CHF | 50'000 | 50'000 | 21'476 | 21'476 | 150'944 CHF | 151'228 CHF | 99.37% | 99.37% |
12.07.2024 | 0.23% | 7.00 CHF | 7.01 CHF | 50'000 | 50'000 | 21'778 | 21'778 | 148'257 CHF | 148'544 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 6.86 CHF | 6.87 CHF | 51'000 | 51'000 | 21'434 | 21'434 | 152'196 CHF | 152'480 CHF | 99.99% | 99.99% |
10.07.2024 | 0.22% | 7.13 CHF | 7.14 CHF | 50'000 | 50'000 | 21'366 | 21'366 | 149'519 CHF | 149'802 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 6.93 CHF | 6.94 CHF | 50'000 | 50'000 | 21'643 | 21'643 | 150'178 CHF | 150'464 CHF | 99.95% | 99.95% |
08.07.2024 | 0.23% | 6.88 CHF | 6.89 CHF | 51'000 | 51'000 | 21'858 | 21'858 | 149'722 CHF | 150'010 CHF | 99.86% | 99.86% |
05.07.2024 | 0.22% | 6.80 CHF | 6.81 CHF | 51'000 | 51'000 | 21'458 | 21'458 | 151'958 CHF | 152'242 CHF | 99.61% | 99.61% |
04.07.2024 | 0.21% | 7.35 CHF | 7.36 CHF | 15'000 | 15'000 | 13'924 | 13'924 | 101'910 CHF | 102'119 CHF | 98.99% | 98.99% |
03.07.2024 | 0.22% | 7.14 CHF | 7.15 CHF | 49'000 | 49'000 | 21'599 | 21'599 | 151'237 CHF | 151'523 CHF | 99.13% | 99.13% |
02.07.2024 | 0.23% | 6.85 CHF | 6.86 CHF | 51'000 | 51'000 | 21'772 | 21'772 | 147'647 CHF | 147'934 CHF | 98.81% | 98.81% |