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 | 0.47% | 7.15 CHF | 7.16 CHF | 10'000 | 10'000 | 10'000 | 5'910 | 70'941 CHF | 42'154 CHF | 88.23% | 88.23% |
12.07.2024 | 0.50% | 7.06 CHF | 7.07 CHF | 10'000 | 10'000 | 10'000 | 5'822 | 68'339 CHF | 40'102 CHF | 98.39% | 98.39% |
11.07.2024 | 0.49% | 6.98 CHF | 6.99 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 69'137 CHF | 40'374 CHF | 99.06% | 99.06% |
10.07.2024 | 0.49% | 6.41 CHF | 6.42 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 68'661 CHF | 39'618 CHF | 99.56% | 99.56% |
09.07.2024 | 0.46% | 6.93 CHF | 6.94 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 73'429 CHF | 42'419 CHF | 99.44% | 99.44% |
08.07.2024 | 0.24% | 7.57 CHF | 7.58 CHF | 10'000 | 10'000 | 10'000 | 5'851 | 77'699 CHF | 45'406 CHF | 94.51% | 94.51% |
05.07.2024 | 0.24% | 8.08 CHF | 8.09 CHF | 10'000 | 10'000 | 10'000 | 5'830 | 78'027 CHF | 45'870 CHF | 98.03% | 98.03% |
04.07.2024 | 0.24% | 7.68 CHF | 7.69 CHF | 10'000 | 10'000 | 10'000 | 5'814 | 76'664 CHF | 44'661 CHF | 99.13% | 99.13% |
03.07.2024 | 0.25% | 7.71 CHF | 7.72 CHF | 10'000 | 10'000 | 10'000 | 5'816 | 74'020 CHF | 43'402 CHF | 99.41% | 99.41% |
02.07.2024 | 0.26% | 7.26 CHF | 7.27 CHF | 10'000 | 10'000 | 10'000 | 5'814 | 72'070 CHF | 42'031 CHF | 98.65% | 98.65% |