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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,15% | 6,87 CHF | 6,88 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 1 000 940 CHF | 1 002 440 CHF | 99,98% | 99,98% |
15/07/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 993 034 CHF | 994 534 CHF | 100,00% | 100,00% |
12/07/2024 | 0,15% | 6,71 CHF | 6,72 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 996 918 CHF | 998 418 CHF | 100,00% | 100,00% |
11/07/2024 | 0,15% | 7,03 CHF | 7,04 CHF | 150 000 | 150 000 | 149 862 | 149 862 | 1 023 900 CHF | 1 025 400 CHF | 100,00% | 100,00% |
10/07/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 1 014 100 CHF | 1 015 600 CHF | 100,00% | 100,00% |
09/07/2024 | 0,15% | 6,62 CHF | 6,63 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 1 015 640 CHF | 1 017 140 CHF | 100,00% | 100,00% |
08/07/2024 | 0,15% | 6,77 CHF | 6,78 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 1 015 400 CHF | 1 016 900 CHF | 100,00% | 100,00% |
05/07/2024 | 0,15% | 6,86 CHF | 6,87 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 995 944 CHF | 997 444 CHF | 99,99% | 99,99% |
04/07/2024 | 0,15% | 6,53 CHF | 6,54 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 977 926 CHF | 979 426 CHF | 100,00% | 100,00% |
03/07/2024 | 0,15% | 6,59 CHF | 6,60 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 971 663 CHF | 973 163 CHF | 100,00% | 100,00% |