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 | 1.48% | 7.41 CHF | 7.53 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 77'980 CHF | 79'142 CHF | 94.53% | 94.53% |
12.07.2024 | 1.42% | 7.72 CHF | 7.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 78'243 CHF | 79'365 CHF | 98.38% | 98.38% |
11.07.2024 | 1.39% | 7.40 CHF | 7.50 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 76'170 CHF | 77'234 CHF | 99.00% | 99.00% |
10.07.2024 | 1.48% | 7.08 CHF | 7.18 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 67'523 CHF | 68'527 CHF | 100.00% | 100.00% |
09.07.2024 | 1.47% | 6.70 CHF | 6.80 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 68'355 CHF | 69'366 CHF | 99.99% | 99.99% |
08.07.2024 | 1.46% | 6.74 CHF | 6.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 66'962 CHF | 67'943 CHF | 100.00% | 100.00% |
05.07.2024 | 1.51% | 6.49 CHF | 6.60 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 66'988 CHF | 68'005 CHF | 98.73% | 98.73% |
04.07.2024 | 1.44% | 6.78 CHF | 6.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 133'193 CHF | 135'123 CHF | 100.00% | 100.00% |
03.07.2024 | 1.51% | 6.37 CHF | 6.47 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 64'167 CHF | 65'144 CHF | 99.73% | 99.73% |
02.07.2024 | 1.56% | 6.43 CHF | 6.53 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 63'004 CHF | 63'997 CHF | 99.54% | 99.54% |