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 | 0.30% | 6.56 CHF | 6.58 CHF | 45'400 | 45'400 | 45'160 | 45'160 | 300'560 CHF | 301'464 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 6.68 CHF | 6.70 CHF | 45'000 | 45'000 | 44'940 | 44'940 | 301'876 CHF | 302'774 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 6.90 CHF | 6.92 CHF | 44'900 | 44'900 | 44'061 | 44'061 | 300'110 CHF | 300'991 CHF | 99.99% | 99.99% |
10.07.2024 | 0.29% | 6.81 CHF | 6.83 CHF | 43'500 | 43'500 | 43'201 | 43'201 | 299'954 CHF | 300'818 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 7.04 CHF | 7.06 CHF | 43'000 | 43'000 | 42'773 | 42'773 | 298'211 CHF | 299'068 CHF | 100.00% | 100.00% |
08.07.2024 | 0.28% | 6.97 CHF | 6.99 CHF | 42'700 | 42'700 | 43'241 | 43'241 | 304'046 CHF | 304'911 CHF | 99.99% | 99.99% |
05.07.2024 | 0.29% | 6.97 CHF | 6.99 CHF | 43'600 | 43'600 | 43'181 | 43'181 | 299'078 CHF | 299'941 CHF | 99.78% | 99.78% |
04.07.2024 | 0.29% | 6.91 CHF | 6.93 CHF | 42'900 | 42'900 | 42'960 | 42'960 | 298'062 CHF | 298'921 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 6.89 CHF | 6.91 CHF | 43'000 | 43'000 | 42'282 | 42'282 | 294'343 CHF | 295'188 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 7.10 CHF | 7.12 CHF | 41'800 | 41'800 | 41'620 | 41'620 | 298'375 CHF | 299'207 CHF | 99.98% | 99.98% |