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 | 0.14% | 7.22 CHF | 7.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 107'045 CHF | 107'195 CHF | 99.39% | 99.39% |
12.07.2024 | 0.14% | 6.96 CHF | 6.97 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 103'405 CHF | 103'555 CHF | 99.06% | 99.06% |
11.07.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 102'964 CHF | 103'114 CHF | 85.73% | 85.73% |
10.07.2024 | 0.14% | 7.34 CHF | 7.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 107'057 CHF | 107'207 CHF | 95.48% | 95.48% |
09.07.2024 | 0.14% | 6.97 CHF | 6.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 105'234 CHF | 105'384 CHF | 99.05% | 99.05% |
08.07.2024 | 0.15% | 6.84 CHF | 6.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 102'624 CHF | 102'774 CHF | 87.67% | 87.67% |
05.07.2024 | 0.15% | 6.61 CHF | 6.62 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 99'559 CHF | 99'709 CHF | 99.39% | 99.39% |
04.07.2024 | 0.17% | 6.15 CHF | 6.16 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 90'111 CHF | 90'261 CHF | 92.35% | 92.35% |
03.07.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 70'575 CHF | 70'725 CHF | 98.64% | 98.64% |
02.07.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 62'996 CHF | 63'146 CHF | 99.04% | 99.04% |