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% | 7.04 CHF | 7.05 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 70'297 CHF | 52'798 CHF | 99.96% | 99.96% |
12.07.2024 | 0.14% | 7.03 CHF | 7.04 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 70'875 CHF | 53'232 CHF | 99.95% | 99.95% |
11.07.2024 | 0.14% | 7.12 CHF | 7.13 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 70'961 CHF | 53'296 CHF | 35.04% | 35.04% |
10.07.2024 | 0.14% | 7.05 CHF | 7.06 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 70'288 CHF | 52'791 CHF | 99.99% | 99.99% |
09.07.2024 | 0.14% | 7.02 CHF | 7.03 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 70'220 CHF | 52'740 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 7.08 CHF | 7.09 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 70'866 CHF | 53'224 CHF | 99.90% | 99.90% |
05.07.2024 | 0.13% | 7.28 CHF | 7.29 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 74'731 CHF | 56'123 CHF | 82.51% | 82.51% |
04.07.2024 | 0.13% | 7.70 CHF | 7.71 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 75'643 CHF | 56'807 CHF | 99.17% | 99.17% |
03.07.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 73'073 CHF | 54'880 CHF | 99.95% | 99.95% |
02.07.2024 | 0.13% | 7.36 CHF | 7.37 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 74'517 CHF | 55'963 CHF | 99.93% | 99.93% |