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% | 6.72 CHF | 6.73 CHF | 110'000 | 110'000 | 49'761 | 49'761 | 329'725 CHF | 330'223 CHF | 99.99% | 99.99% |
12.07.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 110'000 | 110'000 | 48'909 | 48'909 | 328'805 CHF | 329'295 CHF | 99.90% | 99.90% |
11.07.2024 | 0.14% | 7.00 CHF | 7.01 CHF | 105'000 | 105'000 | 47'437 | 47'437 | 341'013 CHF | 341'488 CHF | 100.00% | 100.00% |
10.07.2024 | 0.14% | 7.23 CHF | 7.24 CHF | 105'000 | 105'000 | 47'365 | 47'365 | 342'686 CHF | 343'161 CHF | 99.99% | 99.99% |
09.07.2024 | 0.14% | 7.23 CHF | 7.24 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 343'375 CHF | 343'850 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 7.20 CHF | 7.21 CHF | 105'000 | 105'000 | 47'351 | 47'351 | 346'152 CHF | 346'627 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 7.24 CHF | 7.25 CHF | 105'000 | 105'000 | 48'473 | 48'473 | 338'281 CHF | 338'766 CHF | 99.99% | 99.99% |
04.07.2024 | 0.15% | 6.90 CHF | 6.91 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 244'070 CHF | 244'425 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 6.85 CHF | 6.86 CHF | 110'000 | 110'000 | 49'274 | 49'274 | 338'643 CHF | 339'140 CHF | 96.93% | 96.93% |
02.07.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 110'000 | 110'000 | 49'494 | 49'494 | 334'165 CHF | 334'661 CHF | 99.98% | 99.98% |