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 | 0.46% | 32.69 CHF | 32.84 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 237'247 CHF | 238'347 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 36.38 CHF | 36.54 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 277'533 CHF | 278'813 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 33.05 CHF | 33.20 CHF | 8'000 | 8'000 | 7'948 | 7'948 | 256'077 CHF | 257'271 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 30.98 CHF | 31.12 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 271'956 CHF | 273'216 CHF | 100.00% | 100.00% |
09.07.2024 | 0.52% | 28.45 CHF | 28.61 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 245'530 CHF | 246'810 CHF | 100.00% | 100.00% |
08.07.2024 | 0.48% | 33.50 CHF | 33.67 CHF | 8'000 | 8'000 | 7'996 | 7'996 | 283'051 CHF | 284'411 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 34.69 CHF | 34.86 CHF | 7'000 | 7'000 | 6'981 | 6'981 | 253'576 CHF | 254'824 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 35.89 CHF | 36.06 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 283'655 CHF | 285'015 CHF | 100.00% | 100.00% |
03.07.2024 | 0.45% | 33.87 CHF | 34.02 CHF | 9'000 | 9'000 | 8'976 | 8'976 | 300'896 CHF | 302'243 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 30.48 CHF | 30.63 CHF | 8'000 | 8'000 | 7'981 | 7'981 | 235'661 CHF | 236'859 CHF | 100.00% | 100.00% |