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% | 6,76 CHF | 6,77 CHF | 130 000 | 130 000 | 58 448 | 58 448 | 399 938 CHF | 400 523 CHF | 99,88% | 99,88% |
15/07/2024 | 0,14% | 7,08 CHF | 7,09 CHF | 130 000 | 130 000 | 58 923 | 58 923 | 416 468 CHF | 417 058 CHF | 97,76% | 97,76% |
12/07/2024 | 0,15% | 7,14 CHF | 7,15 CHF | 130 000 | 130 000 | 58 398 | 58 398 | 406 029 CHF | 406 614 CHF | 99,97% | 99,97% |
11/07/2024 | 0,14% | 7,08 CHF | 7,09 CHF | 130 000 | 130 000 | 55 570 | 55 570 | 413 001 CHF | 413 560 CHF | 99,85% | 99,85% |
10/07/2024 | 0,14% | 7,46 CHF | 7,47 CHF | 120 000 | 120 000 | 56 452 | 56 452 | 417 702 CHF | 418 268 CHF | 100,00% | 100,00% |
09/07/2024 | 0,14% | 7,26 CHF | 7,27 CHF | 130 000 | 130 000 | 58 512 | 58 512 | 420 542 CHF | 421 128 CHF | 99,70% | 99,70% |
08/07/2024 | 0,15% | 6,91 CHF | 6,92 CHF | 130 000 | 130 000 | 58 471 | 58 471 | 399 783 CHF | 400 369 CHF | 100,00% | 100,00% |
05/07/2024 | 0,15% | 6,81 CHF | 6,82 CHF | 130 000 | 130 000 | 58 415 | 58 415 | 402 223 CHF | 402 808 CHF | 99,28% | 99,28% |
04/07/2024 | 0,15% | 6,89 CHF | 6,90 CHF | 39 000 | 39 000 | 39 000 | 39 000 | 268 619 CHF | 269 009 CHF | 98,45% | 98,45% |
03/07/2024 | 0,16% | 6,71 CHF | 6,72 CHF | 130 000 | 130 000 | 61 583 | 61 583 | 395 561 CHF | 396 177 CHF | 98,42% | 98,42% |