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% | 7.66 CHF | 7.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 728'217 CHF | 729'217 CHF | 99.02% | 99.02% |
12.07.2024 | 0.15% | 6.79 CHF | 6.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 672'544 CHF | 673'544 CHF | 98.84% | 98.84% |
11.07.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 694'835 CHF | 695'835 CHF | 98.38% | 98.38% |
10.07.2024 | 0.14% | 6.79 CHF | 6.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 696'580 CHF | 697'580 CHF | 95.13% | 95.13% |
09.07.2024 | 0.14% | 6.93 CHF | 6.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 699'629 CHF | 700'629 CHF | 98.63% | 98.63% |
08.07.2024 | 0.14% | 6.91 CHF | 6.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 702'856 CHF | 703'856 CHF | 98.48% | 98.48% |
05.07.2024 | 0.15% | 6.83 CHF | 6.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 661'084 CHF | 662'084 CHF | 99.09% | 99.09% |
04.07.2024 | 0.15% | 6.81 CHF | 6.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 684'761 CHF | 685'761 CHF | 99.18% | 99.18% |
03.07.2024 | 0.14% | 7.05 CHF | 7.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 707'703 CHF | 708'703 CHF | 98.42% | 98.42% |
02.07.2024 | 0.14% | 7.30 CHF | 7.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 731'576 CHF | 732'576 CHF | 98.76% | 98.76% |