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 | 1.05% | 7.65 CHF | 7.73 CHF | 10'600 | 10'600 | 10'600 | 10'600 | 80'719 CHF | 81'567 CHF | 100.00% | 100.00% |
12.07.2024 | 0.96% | 7.47 CHF | 7.54 CHF | 10'800 | 10'800 | 10'989 | 10'989 | 79'429 CHF | 80'198 CHF | 100.00% | 100.00% |
11.07.2024 | 1.05% | 7.37 CHF | 7.45 CHF | 10'600 | 10'600 | 10'416 | 10'416 | 79'124 CHF | 79'957 CHF | 99.95% | 99.95% |
10.07.2024 | 1.09% | 7.57 CHF | 7.65 CHF | 10'500 | 10'500 | 10'641 | 10'641 | 77'669 CHF | 78'521 CHF | 100.00% | 100.00% |
09.07.2024 | 1.02% | 7.60 CHF | 7.68 CHF | 10'200 | 10'200 | 10'137 | 10'137 | 79'061 CHF | 79'872 CHF | 99.71% | 99.71% |
08.07.2024 | 1.05% | 7.78 CHF | 7.86 CHF | 10'500 | 10'500 | 10'540 | 10'540 | 79'634 CHF | 80'477 CHF | 99.30% | 99.30% |
05.07.2024 | 0.92% | 7.48 CHF | 7.55 CHF | 10'900 | 10'900 | 10'917 | 10'917 | 83'085 CHF | 83'850 CHF | 100.00% | 100.00% |
04.07.2024 | 1.04% | 7.22 CHF | 7.29 CHF | 10'900 | 10'900 | 10'760 | 10'760 | 79'641 CHF | 80'473 CHF | 99.64% | 99.64% |
03.07.2024 | 0.94% | 7.36 CHF | 7.43 CHF | 10'900 | 10'900 | 10'808 | 10'808 | 80'321 CHF | 81'078 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 7.33 CHF | 7.40 CHF | 11'200 | 11'200 | 11'232 | 11'232 | 79'698 CHF | 80'485 CHF | 99.95% | 99.95% |