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% | 6.98 CHF | 6.99 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 345'665 CHF | 346'161 CHF | 100.00% | 100.00% |
12.07.2024 | 0.14% | 7.07 CHF | 7.08 CHF | 50'000 | 50'000 | 49'532 | 49'531 | 351'586 CHF | 352'077 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 7.03 CHF | 7.04 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 347'144 CHF | 347'639 CHF | 99.98% | 99.98% |
10.07.2024 | 0.15% | 7.03 CHF | 7.04 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 344'086 CHF | 344'581 CHF | 99.83% | 99.83% |
09.07.2024 | 0.14% | 7.02 CHF | 7.03 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 346'351 CHF | 346'847 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 7.05 CHF | 7.06 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 347'906 CHF | 348'402 CHF | 100.00% | 100.00% |
05.07.2024 | 0.14% | 7.21 CHF | 7.22 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 355'396 CHF | 355'892 CHF | 99.99% | 99.99% |
04.07.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 353'671 CHF | 354'167 CHF | 100.00% | 100.00% |
03.07.2024 | 0.14% | 7.10 CHF | 7.11 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 352'486 CHF | 352'982 CHF | 100.00% | 100.00% |
02.07.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 50'000 | 50'000 | 49'533 | 49'531 | 357'118 CHF | 357'600 CHF | 99.73% | 99.73% |