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% | 6.67 CHF | 6.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 656'014 CHF | 657'014 CHF | 98.99% | 98.99% |
12.07.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 670'872 CHF | 671'872 CHF | 98.67% | 98.67% |
11.07.2024 | 0.14% | 6.96 CHF | 6.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 720'177 CHF | 721'177 CHF | 81.50% | 81.50% |
10.07.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 718'548 CHF | 719'548 CHF | 95.15% | 95.15% |
09.07.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 719'406 CHF | 720'406 CHF | 98.68% | 98.68% |
08.07.2024 | 0.14% | 7.37 CHF | 7.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 735'284 CHF | 736'284 CHF | 76.82% | 76.82% |
05.07.2024 | 0.15% | 7.19 CHF | 7.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 687'407 CHF | 688'407 CHF | 99.17% | 99.17% |
04.07.2024 | 0.15% | 6.86 CHF | 6.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 683'121 CHF | 684'121 CHF | 99.18% | 99.18% |
03.07.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 684'264 CHF | 685'264 CHF | 98.43% | 98.43% |
02.07.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 669'595 CHF | 670'595 CHF | 98.82% | 98.82% |