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% | 6.47 CHF | 6.48 CHF | 110'000 | 110'000 | 49'765 | 49'765 | 317'533 CHF | 318'032 CHF | 100.00% | 100.00% |
12.07.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 110'000 | 110'000 | 49'148 | 49'148 | 318'328 CHF | 318'820 CHF | 99.87% | 99.87% |
11.07.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 105'000 | 105'000 | 47'438 | 47'438 | 329'489 CHF | 329'964 CHF | 100.00% | 100.00% |
10.07.2024 | 0.15% | 6.98 CHF | 6.99 CHF | 105'000 | 105'000 | 47'366 | 47'366 | 331'139 CHF | 331'614 CHF | 99.99% | 99.99% |
09.07.2024 | 0.15% | 6.98 CHF | 6.99 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 331'810 CHF | 332'285 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 6.96 CHF | 6.97 CHF | 105'000 | 105'000 | 47'347 | 47'347 | 334'642 CHF | 335'117 CHF | 99.99% | 99.99% |
05.07.2024 | 0.15% | 7.00 CHF | 7.01 CHF | 105'000 | 105'000 | 48'477 | 48'477 | 326'434 CHF | 326'920 CHF | 100.00% | 100.00% |
04.07.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 235'397 CHF | 235'752 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 6.60 CHF | 6.61 CHF | 110'000 | 110'000 | 49'328 | 49'328 | 326'871 CHF | 327'369 CHF | 96.73% | 96.73% |
02.07.2024 | 0.16% | 6.54 CHF | 6.55 CHF | 110'000 | 110'000 | 49'501 | 49'501 | 321'990 CHF | 322'485 CHF | 99.99% | 99.99% |