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 | 0.36% | 6.99 CHF | 7.24 CHF | 1'500 | 1'500 | 9'740 | 9'740 | 74'924 CHF | 75'129 CHF | 98.84% | 98.84% |
12.07.2024 | 0.37% | 7.30 CHF | 7.53 CHF | 1'700 | 1'700 | 10'612 | 10'612 | 75'102 CHF | 75'325 CHF | 98.97% | 98.97% |
11.07.2024 | 0.38% | 6.44 CHF | 6.69 CHF | 1'600 | 1'600 | 9'984 | 9'984 | 72'256 CHF | 72'467 CHF | 98.78% | 98.78% |
10.07.2024 | 0.39% | 7.28 CHF | 7.51 CHF | 1'700 | 1'700 | 10'886 | 10'886 | 72'971 CHF | 73'199 CHF | 98.93% | 98.93% |
09.07.2024 | 0.39% | 6.90 CHF | 7.17 CHF | 1'500 | 1'500 | 9'358 | 9'358 | 66'973 CHF | 67'172 CHF | 98.64% | 98.64% |
08.07.2024 | 0.31% | 7.80 CHF | 8.05 CHF | 1'600 | 1'600 | 10'050 | 10'050 | 77'457 CHF | 77'665 CHF | 96.81% | 96.81% |
05.07.2024 | 0.36% | 7.50 CHF | 7.74 CHF | 1'600 | 1'600 | 10'252 | 10'252 | 75'869 CHF | 76'084 CHF | 98.73% | 98.73% |
04.07.2024 | 0.35% | 7.25 CHF | 7.49 CHF | 1'600 | 1'600 | 10'590 | 10'590 | 74'728 CHF | 74'947 CHF | 97.56% | 97.56% |
03.07.2024 | 0.37% | 6.22 CHF | 6.51 CHF | 1'400 | 1'400 | 8'416 | 8'416 | 64'739 CHF | 64'915 CHF | 98.36% | 98.36% |
02.07.2024 | 0.33% | 8.77 CHF | 9.09 CHF | 1'200 | 1'200 | 7'678 | 7'678 | 69'967 CHF | 70'132 CHF | 98.69% | 98.69% |