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% | 6.68 CHF | 6.69 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 198'645 CHF | 198'942 CHF | 99.99% | 99.99% |
12.07.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 202'199 CHF | 202'497 CHF | 100.00% | 100.00% |
11.07.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 199'513 CHF | 199'811 CHF | 99.61% | 99.61% |
10.07.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 197'675 CHF | 197'972 CHF | 100.00% | 100.00% |
09.07.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 199'031 CHF | 199'329 CHF | 99.95% | 99.95% |
08.07.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 30'000 | 30'000 | 29'716 | 29'716 | 199'957 CHF | 200'255 CHF | 99.23% | 99.23% |
05.07.2024 | 0.15% | 6.91 CHF | 6.92 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 204'460 CHF | 204'757 CHF | 100.00% | 100.00% |
04.07.2024 | 0.15% | 6.88 CHF | 6.89 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 203'396 CHF | 203'694 CHF | 100.00% | 100.00% |
03.07.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 202'659 CHF | 202'956 CHF | 100.00% | 100.00% |
02.07.2024 | 0.15% | 6.86 CHF | 6.87 CHF | 30'000 | 30'000 | 29'720 | 29'719 | 205'433 CHF | 205'725 CHF | 99.96% | 99.96% |