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 | 0.73% | 8.26 CHF | 8.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 123'182 CHF | 124'082 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 8.00 CHF | 8.06 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 120'926 CHF | 121'826 CHF | 100.00% | 100.00% |
11.07.2024 | 0.78% | 7.50 CHF | 7.56 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 115'072 CHF | 115'972 CHF | 71.56% | 71.56% |
10.07.2024 | 0.77% | 7.84 CHF | 7.90 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 116'497 CHF | 117'397 CHF | 99.38% | 99.38% |
09.07.2024 | 0.81% | 8.00 CHF | 8.06 CHF | 15'000 | 15'000 | 14'997 | 14'997 | 110'789 CHF | 111'689 CHF | 99.99% | 99.99% |
08.07.2024 | 0.81% | 7.22 CHF | 7.28 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 110'695 CHF | 111'595 CHF | 99.99% | 99.99% |
05.07.2024 | 0.85% | 7.05 CHF | 7.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 105'749 CHF | 106'649 CHF | 99.78% | 99.78% |
04.07.2024 | 0.83% | 7.22 CHF | 7.28 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 107'911 CHF | 108'811 CHF | 97.33% | 97.33% |
03.07.2024 | 0.86% | 6.76 CHF | 6.82 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 104'397 CHF | 105'297 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 7.34 CHF | 7.40 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 116'182 CHF | 117'082 CHF | 99.95% | 99.95% |