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 | 0.22% | 77.77 CHF | 77.94 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 474'284 CHF | 475'346 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 81.88 CHF | 82.07 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 558'980 CHF | 560'310 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 77.80 CHF | 77.99 CHF | 7'000 | 7'000 | 6'958 | 6'958 | 534'670 CHF | 535'994 CHF | 100.00% | 100.00% |
10.07.2024 | 0.24% | 75.35 CHF | 75.53 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 520'195 CHF | 521'455 CHF | 100.00% | 100.00% |
09.07.2024 | 0.25% | 72.06 CHF | 72.25 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 523'132 CHF | 524'462 CHF | 100.00% | 100.00% |
08.07.2024 | 0.25% | 78.01 CHF | 78.20 CHF | 7'000 | 7'000 | 6'996 | 6'996 | 560'682 CHF | 562'074 CHF | 100.00% | 100.00% |
05.07.2024 | 0.25% | 79.37 CHF | 79.57 CHF | 6'000 | 6'000 | 5'984 | 5'984 | 486'146 CHF | 487'344 CHF | 100.00% | 100.00% |
04.07.2024 | 0.24% | 80.76 CHF | 80.95 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 561'680 CHF | 563'010 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 78.45 CHF | 78.64 CHF | 7'000 | 7'000 | 6'983 | 6'983 | 544'581 CHF | 545'884 CHF | 100.00% | 100.00% |
02.07.2024 | 0.25% | 74.19 CHF | 74.37 CHF | 7'000 | 7'000 | 6'982 | 6'982 | 509'681 CHF | 510'939 CHF | 98.35% | 98.35% |