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% | 6.53 CHF | 6.54 CHF | 110'000 | 110'000 | 49'761 | 49'761 | 320'256 CHF | 320'754 CHF | 99.99% | 99.99% |
12.07.2024 | 0.16% | 6.52 CHF | 6.53 CHF | 110'000 | 110'000 | 48'907 | 48'907 | 319'482 CHF | 319'972 CHF | 99.90% | 99.90% |
11.07.2024 | 0.14% | 6.81 CHF | 6.82 CHF | 105'000 | 105'000 | 47'437 | 47'437 | 331'984 CHF | 332'459 CHF | 100.00% | 100.00% |
10.07.2024 | 0.14% | 7.03 CHF | 7.04 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 333'682 CHF | 334'156 CHF | 100.00% | 100.00% |
09.07.2024 | 0.14% | 7.04 CHF | 7.05 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 334'350 CHF | 334'825 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 7.01 CHF | 7.02 CHF | 105'000 | 105'000 | 47'351 | 47'351 | 337'140 CHF | 337'614 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 7.05 CHF | 7.06 CHF | 105'000 | 105'000 | 48'472 | 48'472 | 329'019 CHF | 329'505 CHF | 99.99% | 99.99% |
04.07.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 237'295 CHF | 237'650 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 6.66 CHF | 6.67 CHF | 110'000 | 110'000 | 49'269 | 49'269 | 329'184 CHF | 329'681 CHF | 96.93% | 96.93% |
02.07.2024 | 0.16% | 6.59 CHF | 6.60 CHF | 110'000 | 110'000 | 49'499 | 49'499 | 324'707 CHF | 325'203 CHF | 99.99% | 99.99% |