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 | 0.24% | 7.94 CHF | 7.95 CHF | 46'000 | 46'000 | 21'589 | 21'589 | 162'845 CHF | 163'174 CHF | 99.01% | 99.01% |
12.07.2024 | 0.23% | 6.81 CHF | 6.82 CHF | 52'000 | 52'000 | 23'330 | 23'330 | 157'385 CHF | 157'688 CHF | 99.34% | 99.34% |
11.07.2024 | 0.23% | 7.06 CHF | 7.07 CHF | 50'000 | 50'000 | 22'665 | 22'665 | 159'723 CHF | 160'030 CHF | 98.72% | 98.72% |
10.07.2024 | 0.24% | 6.81 CHF | 6.82 CHF | 52'000 | 52'000 | 22'806 | 22'806 | 159'404 CHF | 159'724 CHF | 99.41% | 99.41% |
09.07.2024 | 0.25% | 6.99 CHF | 7.00 CHF | 50'000 | 50'000 | 22'673 | 22'673 | 160'059 CHF | 160'395 CHF | 99.82% | 99.82% |
08.07.2024 | 0.25% | 6.97 CHF | 6.98 CHF | 50'000 | 50'000 | 22'207 | 22'207 | 156'989 CHF | 157'324 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 6.87 CHF | 6.88 CHF | 50'000 | 50'000 | 23'449 | 23'449 | 154'980 CHF | 155'285 CHF | 98.50% | 98.50% |
04.07.2024 | 0.22% | 6.84 CHF | 6.85 CHF | 21'000 | 21'000 | 16'510 | 16'510 | 113'437 CHF | 113'671 CHF | 96.23% | 96.23% |
03.07.2024 | 0.25% | 7.14 CHF | 7.15 CHF | 50'000 | 50'000 | 22'500 | 22'500 | 161'394 CHF | 161'735 CHF | 98.71% | 98.71% |
02.07.2024 | 0.24% | 7.46 CHF | 7.47 CHF | 48'000 | 48'000 | 21'590 | 21'590 | 161'709 CHF | 162'038 CHF | 99.70% | 99.70% |