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% | 7.18 CHF | 7.19 CHF | 66'000 | 66'000 | 66'460 | 66'460 | 475'173 CHF | 475'838 CHF | 100.00% | 100.00% |
12.07.2024 | 0.14% | 7.19 CHF | 7.20 CHF | 66'000 | 66'000 | 66'344 | 66'344 | 474'545 CHF | 475'209 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 7.11 CHF | 7.12 CHF | 67'000 | 67'000 | 67'403 | 67'403 | 475'801 CHF | 476'476 CHF | 99.98% | 99.98% |
10.07.2024 | 0.14% | 7.10 CHF | 7.11 CHF | 67'000 | 67'000 | 67'701 | 67'701 | 474'840 CHF | 475'517 CHF | 100.00% | 100.00% |
09.07.2024 | 0.14% | 6.95 CHF | 6.96 CHF | 69'000 | 69'000 | 68'082 | 68'082 | 475'184 CHF | 475'865 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 66'000 | 66'000 | 65'284 | 65'284 | 473'606 CHF | 474'259 CHF | 100.00% | 100.00% |
05.07.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 66'000 | 66'000 | 64'900 | 64'900 | 474'239 CHF | 474'888 CHF | 99.82% | 99.82% |
04.07.2024 | 0.14% | 7.30 CHF | 7.31 CHF | 65'000 | 65'000 | 64'735 | 64'735 | 472'201 CHF | 472'849 CHF | 99.50% | 99.50% |
03.07.2024 | 0.14% | 7.26 CHF | 7.27 CHF | 65'000 | 65'000 | 65'686 | 65'686 | 475'286 CHF | 475'942 CHF | 99.36% | 99.36% |
02.07.2024 | 0.14% | 7.13 CHF | 7.14 CHF | 67'000 | 67'000 | 66'743 | 66'743 | 474'482 CHF | 475'149 CHF | 99.99% | 99.99% |