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% | 7.85 CHF | 7.86 CHF | 50'000 | 50'000 | 30'531 | 30'531 | 239'608 CHF | 239'938 CHF | 97.84% | 97.84% |
12.07.2024 | 0.14% | 7.88 CHF | 7.89 CHF | 50'000 | 50'000 | 30'562 | 30'562 | 240'468 CHF | 240'794 CHF | 97.31% | 97.31% |
11.07.2024 | 0.13% | 7.93 CHF | 7.94 CHF | 50'000 | 50'000 | 30'458 | 30'458 | 250'960 CHF | 251'289 CHF | 99.16% | 99.16% |
10.07.2024 | 0.13% | 8.18 CHF | 8.19 CHF | 50'000 | 50'000 | 30'451 | 30'451 | 253'064 CHF | 253'393 CHF | 99.28% | 99.28% |
09.07.2024 | 0.13% | 8.34 CHF | 8.35 CHF | 50'000 | 50'000 | 30'429 | 30'429 | 253'278 CHF | 253'606 CHF | 99.64% | 99.64% |
08.07.2024 | 0.13% | 8.31 CHF | 8.32 CHF | 50'000 | 50'000 | 30'437 | 30'437 | 253'445 CHF | 253'772 CHF | 99.54% | 99.54% |
05.07.2024 | 0.13% | 8.33 CHF | 8.34 CHF | 50'000 | 50'000 | 30'504 | 30'504 | 251'548 CHF | 251'877 CHF | 98.34% | 98.34% |
04.07.2024 | 0.24% | 8.23 CHF | 8.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 205'224 CHF | 205'724 CHF | 99.02% | 99.02% |
03.07.2024 | 0.13% | 8.17 CHF | 8.18 CHF | 50'000 | 50'000 | 30'480 | 30'480 | 254'872 CHF | 255'205 CHF | 98.75% | 98.75% |
02.07.2024 | 0.14% | 8.21 CHF | 8.22 CHF | 50'000 | 50'000 | 30'424 | 30'424 | 247'590 CHF | 247'924 CHF | 99.62% | 99.62% |