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 | 0.39% | 6.98 CHF | 7.01 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 44'928 CHF | 45'106 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 7.86 CHF | 7.89 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 51'677 CHF | 51'867 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 7.07 CHF | 7.09 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 49'344 CHF | 49'530 CHF | 100.00% | 100.00% |
10.07.2024 | 0.38% | 6.84 CHF | 6.86 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 47'011 CHF | 47'189 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 6.49 CHF | 6.52 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 49'074 CHF | 49'265 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 7.19 CHF | 7.22 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 45'824 CHF | 45'998 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 7.53 CHF | 7.56 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 53'088 CHF | 53'286 CHF | 100.00% | 100.00% |
04.07.2024 | 0.37% | 7.49 CHF | 7.52 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 52'415 CHF | 52'609 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 7.35 CHF | 7.38 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 52'288 CHF | 52'481 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 7.14 CHF | 7.17 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 42'492 CHF | 42'685 CHF | 100.00% | 100.00% |