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% | 6.85 CHF | 6.86 CHF | 110'000 | 110'000 | 49'759 | 49'759 | 336'123 CHF | 336'621 CHF | 99.99% | 99.99% |
12.07.2024 | 0.15% | 6.84 CHF | 6.85 CHF | 110'000 | 110'000 | 49'151 | 49'151 | 336'736 CHF | 337'228 CHF | 99.82% | 99.82% |
11.07.2024 | 0.14% | 7.13 CHF | 7.14 CHF | 105'000 | 105'000 | 47'438 | 47'438 | 347'233 CHF | 347'709 CHF | 100.00% | 100.00% |
10.07.2024 | 0.14% | 7.36 CHF | 7.37 CHF | 105'000 | 105'000 | 47'366 | 47'366 | 348'910 CHF | 349'385 CHF | 99.99% | 99.99% |
09.07.2024 | 0.14% | 7.36 CHF | 7.37 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 349'591 CHF | 350'065 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 7.33 CHF | 7.34 CHF | 105'000 | 105'000 | 47'342 | 47'342 | 352'307 CHF | 352'781 CHF | 99.98% | 99.98% |
05.07.2024 | 0.14% | 7.37 CHF | 7.38 CHF | 105'000 | 105'000 | 48'477 | 48'477 | 344'621 CHF | 345'106 CHF | 100.00% | 100.00% |
04.07.2024 | 0.14% | 7.03 CHF | 7.04 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 248'684 CHF | 249'039 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 6.98 CHF | 6.99 CHF | 110'000 | 110'000 | 49'251 | 49'251 | 344'902 CHF | 345'399 CHF | 96.86% | 96.86% |
02.07.2024 | 0.15% | 6.91 CHF | 6.92 CHF | 110'000 | 110'000 | 49'495 | 49'495 | 340'605 CHF | 341'101 CHF | 99.98% | 99.98% |