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 | 0.23% | 8.24 CHF | 8.25 CHF | 46'000 | 46'000 | 21'590 | 21'590 | 169'259 CHF | 169'587 CHF | 98.97% | 98.97% |
12.07.2024 | 0.22% | 7.11 CHF | 7.12 CHF | 52'000 | 52'000 | 23'330 | 23'330 | 164'293 CHF | 164'597 CHF | 99.34% | 99.34% |
11.07.2024 | 0.22% | 7.36 CHF | 7.37 CHF | 50'000 | 50'000 | 22'662 | 22'662 | 166'420 CHF | 166'726 CHF | 99.05% | 99.05% |
10.07.2024 | 0.23% | 7.10 CHF | 7.11 CHF | 52'000 | 52'000 | 22'786 | 22'786 | 166'051 CHF | 166'371 CHF | 99.62% | 99.62% |
09.07.2024 | 0.24% | 7.29 CHF | 7.30 CHF | 50'000 | 50'000 | 22'642 | 22'642 | 166'565 CHF | 166'901 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 7.27 CHF | 7.28 CHF | 50'000 | 50'000 | 22'140 | 22'140 | 163'061 CHF | 163'396 CHF | 99.76% | 99.76% |
05.07.2024 | 0.23% | 7.17 CHF | 7.18 CHF | 50'000 | 50'000 | 23'411 | 23'411 | 161'682 CHF | 161'988 CHF | 98.88% | 98.88% |
04.07.2024 | 0.21% | 7.14 CHF | 7.15 CHF | 21'000 | 21'000 | 16'492 | 16'492 | 118'222 CHF | 118'456 CHF | 97.09% | 97.09% |
03.07.2024 | 0.24% | 7.43 CHF | 7.44 CHF | 50'000 | 50'000 | 22'456 | 22'456 | 167'766 CHF | 168'107 CHF | 98.55% | 98.55% |
02.07.2024 | 0.23% | 7.76 CHF | 7.77 CHF | 48'000 | 48'000 | 21'589 | 21'589 | 168'146 CHF | 168'475 CHF | 99.70% | 99.70% |