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% | 6.89 CHF | 6.90 CHF | 110'000 | 110'000 | 49'767 | 49'767 | 338'363 CHF | 338'861 CHF | 100.00% | 100.00% |
12.07.2024 | 0.15% | 6.88 CHF | 6.89 CHF | 110'000 | 110'000 | 48'907 | 48'907 | 337'254 CHF | 337'744 CHF | 99.90% | 99.90% |
11.07.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 105'000 | 105'000 | 47'423 | 47'423 | 349'115 CHF | 349'590 CHF | 99.97% | 99.97% |
10.07.2024 | 0.14% | 7.40 CHF | 7.41 CHF | 105'000 | 105'000 | 47'364 | 47'364 | 350'896 CHF | 351'371 CHF | 99.99% | 99.99% |
09.07.2024 | 0.14% | 7.40 CHF | 7.41 CHF | 105'000 | 105'000 | 47'372 | 47'372 | 351'568 CHF | 352'043 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 7.38 CHF | 7.39 CHF | 105'000 | 105'000 | 47'351 | 47'351 | 354'334 CHF | 354'809 CHF | 100.00% | 100.00% |
05.07.2024 | 0.14% | 7.41 CHF | 7.42 CHF | 105'000 | 105'000 | 48'478 | 48'478 | 346'702 CHF | 347'188 CHF | 100.00% | 100.00% |
04.07.2024 | 0.14% | 7.08 CHF | 7.09 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 250'260 CHF | 250'615 CHF | 100.00% | 100.00% |
03.07.2024 | 0.16% | 7.02 CHF | 7.03 CHF | 110'000 | 110'000 | 49'275 | 49'275 | 347'200 CHF | 347'698 CHF | 96.93% | 96.93% |
02.07.2024 | 0.15% | 6.96 CHF | 6.97 CHF | 110'000 | 110'000 | 49'505 | 49'505 | 342'868 CHF | 343'364 CHF | 100.00% | 100.00% |