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% | 7.07 CHF | 7.08 CHF | 35'000 | 35'000 | 34'505 | 34'505 | 245'901 CHF | 246'246 CHF | 100.00% | 100.00% |
12.07.2024 | 0.14% | 7.09 CHF | 7.10 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 246'065 CHF | 246'412 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 7.09 CHF | 7.10 CHF | 35'000 | 35'000 | 34'549 | 34'549 | 246'327 CHF | 246'672 CHF | 99.44% | 99.44% |
10.07.2024 | 0.14% | 7.05 CHF | 7.06 CHF | 35'500 | 35'500 | 35'158 | 35'158 | 246'848 CHF | 247'200 CHF | 100.00% | 100.00% |
09.07.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 35'500 | 35'500 | 35'180 | 35'180 | 246'242 CHF | 246'594 CHF | 99.52% | 99.52% |
08.07.2024 | 0.15% | 6.97 CHF | 6.98 CHF | 35'500 | 35'500 | 35'450 | 35'450 | 246'457 CHF | 246'812 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 6.88 CHF | 6.89 CHF | 36'000 | 36'000 | 35'708 | 35'708 | 246'574 CHF | 246'931 CHF | 100.00% | 100.00% |
04.07.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 35'500 | 35'500 | 35'227 | 35'227 | 245'698 CHF | 246'050 CHF | 100.00% | 100.00% |
03.07.2024 | 0.15% | 6.92 CHF | 6.93 CHF | 36'000 | 36'000 | 35'674 | 35'674 | 246'641 CHF | 246'998 CHF | 100.00% | 100.00% |
02.07.2024 | 0.14% | 6.99 CHF | 7.00 CHF | 35'500 | 35'500 | 35'315 | 35'315 | 246'968 CHF | 247'321 CHF | 99.83% | 99.83% |