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 | 0.44% | 6.85 CHF | 6.88 CHF | 29'000 | 29'000 | 29'000 | 29'000 | 198'144 CHF | 199'014 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 6.78 CHF | 6.81 CHF | 29'000 | 29'000 | 29'872 | 29'872 | 199'956 CHF | 200'852 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 6.74 CHF | 6.77 CHF | 30'000 | 30'000 | 29'066 | 29'066 | 198'286 CHF | 199'158 CHF | 99.97% | 99.97% |
10.07.2024 | 0.45% | 6.81 CHF | 6.84 CHF | 29'000 | 29'000 | 29'703 | 29'703 | 199'600 CHF | 200'491 CHF | 100.00% | 100.00% |
09.07.2024 | 0.44% | 6.82 CHF | 6.85 CHF | 29'000 | 29'000 | 28'968 | 28'968 | 199'561 CHF | 200'431 CHF | 99.73% | 99.73% |
08.07.2024 | 0.44% | 6.88 CHF | 6.91 CHF | 29'000 | 29'000 | 29'200 | 29'200 | 198'716 CHF | 199'592 CHF | 99.30% | 99.30% |
05.07.2024 | 0.44% | 6.77 CHF | 6.80 CHF | 29'000 | 29'000 | 29'085 | 29'085 | 198'409 CHF | 199'281 CHF | 100.00% | 100.00% |
04.07.2024 | 0.44% | 6.68 CHF | 6.71 CHF | 30'000 | 30'000 | 29'266 | 29'266 | 197'473 CHF | 198'351 CHF | 99.59% | 99.59% |
03.07.2024 | 0.44% | 6.73 CHF | 6.76 CHF | 30'000 | 30'000 | 29'541 | 29'541 | 199'569 CHF | 200'455 CHF | 99.99% | 99.99% |
02.07.2024 | 0.45% | 6.72 CHF | 6.75 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 199'094 CHF | 199'994 CHF | 99.99% | 99.99% |