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% | 8.34 CHF | 8.35 CHF | 46'000 | 46'000 | 21'588 | 21'588 | 171'349 CHF | 171'678 CHF | 99.01% | 99.01% |
12.07.2024 | 0.22% | 7.21 CHF | 7.22 CHF | 52'000 | 52'000 | 23'320 | 23'320 | 166'493 CHF | 166'796 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 7.46 CHF | 7.47 CHF | 50'000 | 50'000 | 22'663 | 22'663 | 168'647 CHF | 168'954 CHF | 98.86% | 98.86% |
10.07.2024 | 0.22% | 7.20 CHF | 7.21 CHF | 52'000 | 52'000 | 22'786 | 22'786 | 168'285 CHF | 168'605 CHF | 99.62% | 99.62% |
09.07.2024 | 0.23% | 7.39 CHF | 7.40 CHF | 50'000 | 50'000 | 22'642 | 22'642 | 168'787 CHF | 169'123 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 7.37 CHF | 7.38 CHF | 50'000 | 50'000 | 22'208 | 22'208 | 165'738 CHF | 166'074 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 7.26 CHF | 7.27 CHF | 50'000 | 50'000 | 23'494 | 23'494 | 164'562 CHF | 164'868 CHF | 98.12% | 98.12% |
04.07.2024 | 0.21% | 7.24 CHF | 7.25 CHF | 21'000 | 21'000 | 16'475 | 16'475 | 119'719 CHF | 119'953 CHF | 96.76% | 96.76% |
03.07.2024 | 0.24% | 7.53 CHF | 7.54 CHF | 50'000 | 50'000 | 22'456 | 22'456 | 169'970 CHF | 170'310 CHF | 98.55% | 98.55% |
02.07.2024 | 0.23% | 7.86 CHF | 7.87 CHF | 48'000 | 48'000 | 21'620 | 21'620 | 170'520 CHF | 170'849 CHF | 99.81% | 99.81% |