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 | 0.23% | 8.71 CHF | 8.73 CHF | 29'000 | 29'000 | 28'684 | 28'684 | 250'990 CHF | 251'564 CHF | 99.82% | 99.82% |
12.07.2024 | 0.23% | 8.92 CHF | 8.94 CHF | 28'800 | 28'800 | 28'685 | 28'685 | 252'065 CHF | 252'639 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 8.65 CHF | 8.67 CHF | 29'000 | 29'000 | 28'823 | 28'823 | 248'446 CHF | 249'023 CHF | 99.74% | 99.74% |
10.07.2024 | 0.24% | 8.56 CHF | 8.58 CHF | 29'100 | 29'100 | 28'997 | 28'997 | 243'522 CHF | 244'103 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 8.11 CHF | 8.13 CHF | 29'500 | 29'500 | 29'102 | 29'102 | 240'913 CHF | 241'496 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 8.34 CHF | 8.36 CHF | 29'300 | 29'300 | 28'925 | 28'925 | 245'235 CHF | 245'814 CHF | 99.97% | 99.97% |
05.07.2024 | 0.24% | 8.26 CHF | 8.28 CHF | 29'400 | 29'400 | 28'949 | 28'949 | 245'280 CHF | 245'859 CHF | 99.83% | 99.83% |
04.07.2024 | 0.24% | 8.43 CHF | 8.45 CHF | 29'300 | 29'300 | 29'036 | 29'036 | 243'273 CHF | 243'854 CHF | 100.00% | 100.00% |
03.07.2024 | 0.25% | 8.18 CHF | 8.20 CHF | 29'500 | 29'500 | 29'190 | 29'190 | 239'654 CHF | 240'239 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 7.80 CHF | 7.82 CHF | 29'800 | 29'800 | 29'599 | 29'599 | 229'151 CHF | 229'744 CHF | 99.59% | 99.59% |