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 | 0.16% | 6.38 CHF | 6.39 CHF | 44'000 | 44'000 | 44'546 | 44'546 | 285'649 CHF | 286'095 CHF | 99.97% | 99.97% |
12.07.2024 | 0.16% | 6.51 CHF | 6.52 CHF | 44'000 | 44'000 | 47'071 | 47'071 | 297'206 CHF | 297'677 CHF | 100.00% | 100.00% |
11.07.2024 | 0.16% | 6.30 CHF | 6.31 CHF | 48'000 | 48'000 | 47'606 | 47'606 | 300'800 CHF | 301'276 CHF | 99.99% | 99.99% |
10.07.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 48'000 | 48'000 | 47'802 | 47'802 | 299'176 CHF | 299'654 CHF | 100.00% | 100.00% |
09.07.2024 | 0.16% | 6.14 CHF | 6.15 CHF | 48'000 | 48'000 | 47'802 | 47'802 | 300'104 CHF | 300'582 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 48'000 | 48'000 | 44'469 | 44'469 | 285'212 CHF | 285'657 CHF | 100.00% | 100.00% |
05.07.2024 | 0.16% | 6.43 CHF | 6.44 CHF | 44'000 | 44'000 | 44'612 | 44'612 | 286'184 CHF | 286'630 CHF | 99.82% | 99.82% |
04.07.2024 | 0.16% | 6.22 CHF | 6.23 CHF | 48'000 | 48'000 | 47'801 | 47'801 | 295'505 CHF | 295'983 CHF | 99.50% | 99.50% |
03.07.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 48'000 | 48'000 | 47'802 | 47'802 | 292'784 CHF | 293'262 CHF | 100.00% | 100.00% |
02.07.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 48'000 | 48'000 | 47'802 | 47'802 | 285'642 CHF | 286'120 CHF | 99.99% | 99.99% |