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% | 6.87 CHF | 6.88 CHF | 108'000 | 108'000 | 108'120 | 108'120 | 738'661 CHF | 739'742 CHF | 100.00% | 100.00% |
12.07.2024 | 0.15% | 6.82 CHF | 6.83 CHF | 108'300 | 108'300 | 108'300 | 108'300 | 737'363 CHF | 738'446 CHF | 100.00% | 100.00% |
11.07.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 108'300 | 108'300 | 108'839 | 108'839 | 737'047 CHF | 738'136 CHF | 99.99% | 99.99% |
10.07.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 109'200 | 109'200 | 109'439 | 109'439 | 735'659 CHF | 736'753 CHF | 100.00% | 100.00% |
09.07.2024 | 0.15% | 6.68 CHF | 6.69 CHF | 109'600 | 109'600 | 109'599 | 109'599 | 735'592 CHF | 736'690 CHF | 100.00% | 100.00% |
08.07.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 109'800 | 109'800 | 109'439 | 109'439 | 732'088 CHF | 733'182 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 109'200 | 109'200 | 109'440 | 109'440 | 736'840 CHF | 737'934 CHF | 99.78% | 99.78% |
04.07.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 109'600 | 109'600 | 109'600 | 109'600 | 737'436 CHF | 738'532 CHF | 100.00% | 100.00% |
03.07.2024 | 0.15% | 6.75 CHF | 6.76 CHF | 109'600 | 109'600 | 110'078 | 110'078 | 739'726 CHF | 740'827 CHF | 100.00% | 100.00% |
02.07.2024 | 0.15% | 6.67 CHF | 6.68 CHF | 110'400 | 110'400 | 110'520 | 110'520 | 734'271 CHF | 735'376 CHF | 100.00% | 100.00% |