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 | 0,52% | 6,63 CHF | 6,66 CHF | 60 000 | 60 000 | 59 859 | 59 859 | 395 914 CHF | 397 986 CHF | 100,00% | 100,00% |
15/07/2024 | 0,53% | 7,20 CHF | 7,24 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 454 738 CHF | 457 138 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 8,14 CHF | 8,18 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 451 896 CHF | 454 034 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 7,22 CHF | 7,26 CHF | 70 000 | 70 000 | 69 663 | 69 663 | 497 707 CHF | 500 140 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 6,81 CHF | 6,85 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 455 936 CHF | 458 150 CHF | 100,00% | 100,00% |
09/07/2024 | 0,53% | 6,13 CHF | 6,17 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 398 424 CHF | 400 541 CHF | 100,00% | 100,00% |
08/07/2024 | 0,48% | 7,17 CHF | 7,20 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 452 356 CHF | 454 517 CHF | 100,00% | 100,00% |
05/07/2024 | 0,48% | 7,24 CHF | 7,28 CHF | 60 000 | 60 000 | 59 858 | 59 858 | 457 524 CHF | 459 712 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 7,46 CHF | 7,49 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 443 737 CHF | 445 885 CHF | 100,00% | 100,00% |
03/07/2024 | 0,47% | 7,11 CHF | 7,14 CHF | 70 000 | 70 000 | 69 843 | 69 843 | 491 473 CHF | 493 772 CHF | 100,00% | 100,00% |