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 | 0.14% | 6.90 CHF | 6.91 CHF | 73'000 | 73'000 | 73'000 | 73'000 | 503'163 CHF | 503'893 CHF | 99.99% | 99.99% |
12.07.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 73'000 | 73'000 | 73'804 | 73'804 | 496'724 CHF | 497'462 CHF | 100.00% | 100.00% |
11.07.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 75'000 | 75'000 | 74'935 | 74'935 | 496'746 CHF | 497'496 CHF | 99.98% | 99.98% |
10.07.2024 | 0.16% | 6.55 CHF | 6.56 CHF | 75'000 | 75'000 | 75'004 | 75'004 | 482'778 CHF | 483'528 CHF | 100.00% | 100.00% |
09.07.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 78'000 | 78'000 | 76'686 | 76'686 | 489'295 CHF | 490'063 CHF | 99.77% | 99.77% |
08.07.2024 | 0.16% | 6.30 CHF | 6.31 CHF | 78'000 | 78'000 | 78'000 | 78'000 | 491'966 CHF | 492'746 CHF | 99.29% | 99.29% |
05.07.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 78'000 | 78'000 | 76'778 | 76'778 | 489'745 CHF | 490'513 CHF | 100.00% | 100.00% |
04.07.2024 | 0.16% | 6.30 CHF | 6.31 CHF | 78'000 | 78'000 | 78'000 | 78'000 | 487'806 CHF | 488'586 CHF | 99.57% | 99.57% |
03.07.2024 | 0.15% | 6.42 CHF | 6.43 CHF | 75'000 | 75'000 | 75'032 | 75'032 | 484'301 CHF | 485'051 CHF | 100.00% | 100.00% |
02.07.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 486'582 CHF | 487'332 CHF | 99.99% | 99.99% |