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 | 0.29% | 6.76 CHF | 6.78 CHF | 17'000 | 17'000 | 16'376 | 16'376 | 114'310 CHF | 114'638 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 7.06 CHF | 7.08 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 113'891 CHF | 114'218 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 7.00 CHF | 7.02 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 114'435 CHF | 114'762 CHF | 99.85% | 99.85% |
10.07.2024 | 0.29% | 6.92 CHF | 6.94 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 112'379 CHF | 112'706 CHF | 99.95% | 99.95% |
09.07.2024 | 0.29% | 7.03 CHF | 7.05 CHF | 16'500 | 16'500 | 16'344 | 16'344 | 115'178 CHF | 115'505 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 6.79 CHF | 6.81 CHF | 16'500 | 16'500 | 16'349 | 16'349 | 111'046 CHF | 111'373 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 6.65 CHF | 6.67 CHF | 17'000 | 17'000 | 16'517 | 16'517 | 111'499 CHF | 111'830 CHF | 100.00% | 100.00% |
04.07.2024 | 0.30% | 6.84 CHF | 6.86 CHF | 16'500 | 16'500 | 16'409 | 16'409 | 111'799 CHF | 112'127 CHF | 100.00% | 100.00% |
03.07.2024 | 0.30% | 6.83 CHF | 6.85 CHF | 16'500 | 16'500 | 16'476 | 16'476 | 111'439 CHF | 111'769 CHF | 99.87% | 99.87% |
02.07.2024 | 0.31% | 6.70 CHF | 6.72 CHF | 16'500 | 16'500 | 16'816 | 16'816 | 109'719 CHF | 110'056 CHF | 99.67% | 99.67% |