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% | 8.63 CHF | 8.64 CHF | 46'000 | 46'000 | 21'595 | 21'595 | 177'782 CHF | 178'110 CHF | 98.65% | 98.65% |
12.07.2024 | 0.21% | 7.50 CHF | 7.51 CHF | 52'000 | 52'000 | 23'330 | 23'330 | 173'438 CHF | 173'741 CHF | 99.34% | 99.34% |
11.07.2024 | 0.21% | 7.75 CHF | 7.76 CHF | 50'000 | 50'000 | 22'667 | 22'667 | 175'345 CHF | 175'652 CHF | 98.88% | 98.88% |
10.07.2024 | 0.21% | 7.50 CHF | 7.51 CHF | 52'000 | 52'000 | 22'806 | 22'806 | 175'166 CHF | 175'486 CHF | 99.41% | 99.41% |
09.07.2024 | 0.22% | 7.68 CHF | 7.69 CHF | 50'000 | 50'000 | 22'673 | 22'673 | 175'705 CHF | 176'041 CHF | 99.82% | 99.82% |
08.07.2024 | 0.23% | 7.66 CHF | 7.67 CHF | 50'000 | 50'000 | 22'207 | 22'207 | 172'283 CHF | 172'619 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 7.56 CHF | 7.57 CHF | 50'000 | 50'000 | 23'449 | 23'449 | 171'160 CHF | 171'465 CHF | 98.50% | 98.50% |
04.07.2024 | 0.20% | 7.53 CHF | 7.54 CHF | 21'000 | 21'000 | 16'502 | 16'502 | 124'785 CHF | 125'019 CHF | 96.28% | 96.28% |
03.07.2024 | 0.23% | 7.83 CHF | 7.84 CHF | 50'000 | 50'000 | 22'405 | 22'405 | 176'217 CHF | 176'558 CHF | 99.49% | 99.49% |
02.07.2024 | 0.22% | 8.15 CHF | 8.16 CHF | 48'000 | 48'000 | 21'621 | 21'621 | 176'937 CHF | 177'266 CHF | 99.82% | 99.82% |