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 | 0.24% | 7.30 CHF | 7.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 744'903 CHF | 746'684 CHF | 95.53% | 95.53% |
12.07.2024 | 0.22% | 7.47 CHF | 7.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 737'690 CHF | 739'284 CHF | 98.29% | 98.29% |
11.07.2024 | 0.25% | 7.25 CHF | 7.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 722'820 CHF | 724'629 CHF | 97.59% | 97.59% |
10.07.2024 | 0.23% | 7.03 CHF | 7.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 688'242 CHF | 689'826 CHF | 99.88% | 99.88% |
09.07.2024 | 0.23% | 6.82 CHF | 6.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 692'790 CHF | 694'395 CHF | 99.54% | 99.54% |
08.07.2024 | 0.24% | 6.84 CHF | 6.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 685'070 CHF | 686'686 CHF | 99.22% | 99.22% |
05.07.2024 | 0.23% | 6.76 CHF | 6.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 689'041 CHF | 690'621 CHF | 99.45% | 99.45% |
04.07.2024 | 0.23% | 6.91 CHF | 6.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 685'648 CHF | 687'248 CHF | 99.66% | 99.66% |
03.07.2024 | 0.24% | 6.81 CHF | 6.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 680'162 CHF | 681'769 CHF | 99.21% | 99.21% |
02.07.2024 | 0.24% | 6.76 CHF | 6.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 664'523 CHF | 666'115 CHF | 99.83% | 99.83% |