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% | 7.19 CHF | 7.20 CHF | 110'000 | 110'000 | 49'766 | 49'766 | 353'300 CHF | 353'798 CHF | 100.00% | 100.00% |
12.07.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 110'000 | 110'000 | 48'907 | 48'907 | 351'940 CHF | 352'430 CHF | 99.90% | 99.90% |
11.07.2024 | 0.13% | 7.48 CHF | 7.49 CHF | 105'000 | 105'000 | 47'433 | 47'433 | 363'417 CHF | 363'892 CHF | 99.99% | 99.99% |
10.07.2024 | 0.13% | 7.70 CHF | 7.71 CHF | 105'000 | 105'000 | 47'372 | 47'372 | 365'229 CHF | 365'704 CHF | 100.00% | 100.00% |
09.07.2024 | 0.13% | 7.70 CHF | 7.71 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 365'808 CHF | 366'283 CHF | 100.00% | 100.00% |
08.07.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 105'000 | 105'000 | 47'347 | 47'347 | 368'536 CHF | 369'010 CHF | 99.99% | 99.99% |
05.07.2024 | 0.14% | 7.72 CHF | 7.73 CHF | 105'000 | 105'000 | 48'480 | 48'480 | 361'302 CHF | 361'788 CHF | 100.00% | 100.00% |
04.07.2024 | 0.14% | 7.38 CHF | 7.39 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 260'977 CHF | 261'332 CHF | 100.00% | 100.00% |
03.07.2024 | 0.16% | 7.32 CHF | 7.33 CHF | 110'000 | 110'000 | 49'274 | 49'274 | 362'074 CHF | 362'572 CHF | 96.93% | 96.93% |
02.07.2024 | 0.14% | 7.26 CHF | 7.27 CHF | 110'000 | 110'000 | 49'500 | 49'500 | 357'813 CHF | 358'309 CHF | 99.99% | 99.99% |