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 | 0.14% | 7.30 CHF | 7.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 544'653 CHF | 545'403 CHF | 100.00% | 100.00% |
12.07.2024 | 0.14% | 7.33 CHF | 7.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 540'090 CHF | 540'840 CHF | 99.99% | 99.99% |
11.07.2024 | 0.13% | 7.52 CHF | 7.53 CHF | 75'000 | 75'000 | 74'951 | 74'951 | 571'097 CHF | 571'847 CHF | 99.93% | 99.93% |
10.07.2024 | 0.13% | 7.69 CHF | 7.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 569'786 CHF | 570'536 CHF | 100.00% | 100.00% |
09.07.2024 | 0.14% | 7.26 CHF | 7.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 545'831 CHF | 546'581 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 521'697 CHF | 522'447 CHF | 100.00% | 100.00% |
05.07.2024 | 0.14% | 6.99 CHF | 7.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 521'603 CHF | 522'353 CHF | 99.92% | 99.92% |
04.07.2024 | 0.14% | 6.95 CHF | 6.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 520'959 CHF | 521'709 CHF | 100.00% | 100.00% |
03.07.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 507'772 CHF | 508'522 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 6.49 CHF | 6.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 481'910 CHF | 482'660 CHF | 100.00% | 100.00% |