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% | 7.03 CHF | 7.04 CHF | 100'500 | 100'500 | 101'822 | 101'822 | 702'496 CHF | 703'514 CHF | 100.00% | 100.00% |
12.07.2024 | 0.15% | 6.89 CHF | 6.90 CHF | 102'700 | 102'700 | 105'161 | 105'161 | 708'590 CHF | 709'641 CHF | 99.85% | 99.85% |
11.07.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 106'800 | 106'800 | 108'561 | 108'561 | 710'196 CHF | 711'281 CHF | 71.47% | 71.47% |
10.07.2024 | 0.16% | 6.22 CHF | 6.23 CHF | 110'800 | 110'800 | 111'813 | 111'813 | 691'102 CHF | 692'220 CHF | 99.38% | 99.38% |
09.07.2024 | 0.16% | 6.05 CHF | 6.06 CHF | 112'500 | 112'500 | 110'878 | 110'878 | 683'904 CHF | 685'014 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 110'000 | 110'000 | 110'779 | 110'779 | 698'603 CHF | 699'711 CHF | 99.98% | 99.98% |
05.07.2024 | 0.16% | 6.20 CHF | 6.21 CHF | 111'400 | 111'400 | 113'140 | 113'140 | 705'628 CHF | 706'760 CHF | 99.98% | 99.98% |
04.07.2024 | 0.17% | 6.15 CHF | 6.16 CHF | 114'300 | 114'300 | 117'772 | 117'772 | 711'215 CHF | 712'392 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 6.10 CHF | 6.11 CHF | 120'100 | 120'100 | 123'209 | 123'209 | 717'606 CHF | 718'838 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 125'400 | 125'400 | 122'887 | 122'887 | 673'217 CHF | 674'446 CHF | 99.95% | 99.95% |