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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.93% | 7.58 CHF | 7.61 CHF | 150'000 | 150'000 | 122'965 | 122'965 | 962'486 CHF | 966'541 CHF | 99.85% | 99.85% |
24.07.2024 | 0.88% | 8.57 CHF | 8.60 CHF | 150'000 | 150'000 | 123'032 | 123'032 | 1'049'260 CHF | 1'053'320 CHF | 100.00% | 100.00% |
23.07.2024 | 0.89% | 8.45 CHF | 8.48 CHF | 150'000 | 150'000 | 123'037 | 123'037 | 1'044'380 CHF | 1'048'440 CHF | 100.00% | 100.00% |
22.07.2024 | 0.98% | 8.40 CHF | 8.43 CHF | 150'000 | 150'000 | 123'001 | 123'001 | 986'049 CHF | 990'104 CHF | 99.99% | 99.99% |
19.07.2024 | 0.92% | 7.92 CHF | 7.95 CHF | 150'000 | 150'000 | 123'032 | 123'032 | 1'022'150 CHF | 1'026'210 CHF | 99.96% | 99.96% |
18.07.2024 | 0.99% | 8.01 CHF | 8.04 CHF | 150'000 | 150'000 | 122'990 | 122'990 | 952'236 CHF | 956'291 CHF | 100.00% | 100.00% |
17.07.2024 | 0.97% | 7.59 CHF | 7.62 CHF | 150'000 | 150'000 | 122'968 | 122'968 | 931'587 CHF | 935'648 CHF | 99.53% | 99.53% |
16.07.2024 | 0.85% | 7.90 CHF | 7.93 CHF | 150'000 | 150'000 | 123'042 | 123'042 | 1'053'980 CHF | 1'058'040 CHF | 100.00% | 100.00% |
15.07.2024 | 0.88% | 8.76 CHF | 8.79 CHF | 150'000 | 150'000 | 123'016 | 123'016 | 1'027'340 CHF | 1'031'390 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 8.74 CHF | 8.77 CHF | 150'000 | 150'000 | 123'025 | 123'025 | 1'096'910 CHF | 1'100'970 CHF | 100.00% | 100.00% |