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 | 0.63% | 7.39 CHF | 7.44 CHF | 17'000 | 17'000 | 15'952 | 15'952 | 125'684 CHF | 126'481 CHF | 99.99% | 99.99% |
12.07.2024 | 0.61% | 8.04 CHF | 8.09 CHF | 15'800 | 15'800 | 15'800 | 15'800 | 129'156 CHF | 129'946 CHF | 100.00% | 100.00% |
11.07.2024 | 0.63% | 7.93 CHF | 7.98 CHF | 17'300 | 17'300 | 17'300 | 17'300 | 136'428 CHF | 137'293 CHF | 99.99% | 99.99% |
10.07.2024 | 0.71% | 7.15 CHF | 7.20 CHF | 18'700 | 18'700 | 18'700 | 18'700 | 131'351 CHF | 132'286 CHF | 99.99% | 99.99% |
09.07.2024 | 0.71% | 7.14 CHF | 7.19 CHF | 18'700 | 18'700 | 18'680 | 18'680 | 131'174 CHF | 132'109 CHF | 99.74% | 99.74% |
08.07.2024 | 0.57% | 7.01 CHF | 7.05 CHF | 19'200 | 19'200 | 19'200 | 19'200 | 133'890 CHF | 134'658 CHF | 99.27% | 99.27% |
05.07.2024 | 0.58% | 6.91 CHF | 6.95 CHF | 19'300 | 19'300 | 19'300 | 19'300 | 132'573 CHF | 133'345 CHF | 100.00% | 100.00% |
04.07.2024 | 0.60% | 6.74 CHF | 6.78 CHF | 20'500 | 20'500 | 20'500 | 20'500 | 136'571 CHF | 137'391 CHF | 99.55% | 99.55% |
03.07.2024 | 0.65% | 6.14 CHF | 6.18 CHF | 21'100 | 21'100 | 21'100 | 21'100 | 129'645 CHF | 130'489 CHF | 100.00% | 100.00% |
02.07.2024 | 0.67% | 6.01 CHF | 6.05 CHF | 21'200 | 21'200 | 21'200 | 21'200 | 126'437 CHF | 127'285 CHF | 99.99% | 99.99% |