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% | 6,81 CHF | 6,82 CHF | 107 800 | 107 800 | 107 920 | 107 920 | 737 973 CHF | 739 052 CHF | 99,52% | 99,52% |
15/07/2024 | 0,15% | 6,87 CHF | 6,88 CHF | 108 000 | 108 000 | 108 120 | 108 120 | 738 661 CHF | 739 742 CHF | 100,00% | 100,00% |
12/07/2024 | 0,15% | 6,82 CHF | 6,83 CHF | 108 300 | 108 300 | 108 300 | 108 300 | 737 363 CHF | 738 446 CHF | 100,00% | 100,00% |
11/07/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 108 300 | 108 300 | 108 839 | 108 839 | 737 047 CHF | 738 136 CHF | 99,99% | 99,99% |
10/07/2024 | 0,15% | 6,77 CHF | 6,78 CHF | 109 200 | 109 200 | 109 439 | 109 439 | 735 659 CHF | 736 753 CHF | 100,00% | 100,00% |
09/07/2024 | 0,15% | 6,68 CHF | 6,69 CHF | 109 600 | 109 600 | 109 599 | 109 599 | 735 592 CHF | 736 690 CHF | 100,00% | 100,00% |
08/07/2024 | 0,15% | 6,71 CHF | 6,72 CHF | 109 800 | 109 800 | 109 439 | 109 439 | 732 088 CHF | 733 182 CHF | 100,00% | 100,00% |
05/07/2024 | 0,15% | 6,71 CHF | 6,72 CHF | 109 200 | 109 200 | 109 440 | 109 440 | 736 840 CHF | 737 934 CHF | 99,78% | 99,78% |
04/07/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 109 600 | 109 600 | 109 600 | 109 600 | 737 436 CHF | 738 532 CHF | 100,00% | 100,00% |
03/07/2024 | 0,15% | 6,75 CHF | 6,76 CHF | 109 600 | 109 600 | 110 078 | 110 078 | 739 726 CHF | 740 827 CHF | 100,00% | 100,00% |