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 | 0.15% | 6.54 CHF | 6.55 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 194'602 CHF | 194'899 CHF | 100.00% | 100.00% |
12.07.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 198'147 CHF | 198'441 CHF | 100.00% | 100.00% |
11.07.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 30'000 | 30'000 | 29'721 | 29'721 | 195'489 CHF | 195'787 CHF | 99.58% | 99.58% |
10.07.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 193'616 CHF | 193'914 CHF | 100.00% | 100.00% |
09.07.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 194'974 CHF | 195'271 CHF | 100.00% | 100.00% |
08.07.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 195'936 CHF | 196'233 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 200'402 CHF | 200'699 CHF | 100.00% | 100.00% |
04.07.2024 | 0.15% | 6.75 CHF | 6.76 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 199'339 CHF | 199'636 CHF | 100.00% | 100.00% |
03.07.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 198'591 CHF | 198'889 CHF | 99.98% | 99.98% |
02.07.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 201'355 CHF | 201'644 CHF | 99.75% | 99.75% |