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 | 0.16% | 6.62 CHF | 6.63 CHF | 110'000 | 110'000 | 49'766 | 49'766 | 324'996 CHF | 325'495 CHF | 100.00% | 100.00% |
12.07.2024 | 0.15% | 6.61 CHF | 6.62 CHF | 110'000 | 110'000 | 48'911 | 48'911 | 324'146 CHF | 324'636 CHF | 99.91% | 99.91% |
11.07.2024 | 0.14% | 6.91 CHF | 6.92 CHF | 105'000 | 105'000 | 47'424 | 47'424 | 336'389 CHF | 336'864 CHF | 99.98% | 99.98% |
10.07.2024 | 0.14% | 7.13 CHF | 7.14 CHF | 105'000 | 105'000 | 47'365 | 47'365 | 338'148 CHF | 338'623 CHF | 99.99% | 99.99% |
09.07.2024 | 0.14% | 7.13 CHF | 7.14 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 338'799 CHF | 339'274 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 7.11 CHF | 7.12 CHF | 105'000 | 105'000 | 47'352 | 47'352 | 341'650 CHF | 342'124 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 7.15 CHF | 7.16 CHF | 105'000 | 105'000 | 48'479 | 48'479 | 333'665 CHF | 334'150 CHF | 100.00% | 100.00% |
04.07.2024 | 0.15% | 6.81 CHF | 6.82 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 240'705 CHF | 241'060 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 6.75 CHF | 6.76 CHF | 110'000 | 110'000 | 49'274 | 49'274 | 333'902 CHF | 334'400 CHF | 96.93% | 96.93% |
02.07.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 110'000 | 110'000 | 49'505 | 49'505 | 329'469 CHF | 329'965 CHF | 100.00% | 100.00% |