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% | 6.06 CHF | 6.07 CHF | 108'000 | 108'000 | 107'863 | 107'863 | 655'711 CHF | 656'790 CHF | 99.99% | 99.99% |
12.07.2024 | 0.17% | 6.09 CHF | 6.10 CHF | 108'000 | 108'000 | 109'344 | 109'344 | 653'632 CHF | 654'725 CHF | 100.00% | 100.00% |
11.07.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 110'000 | 110'000 | 109'450 | 109'450 | 652'534 CHF | 653'630 CHF | 99.99% | 99.99% |
10.07.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 110'000 | 110'000 | 109'719 | 109'719 | 649'621 CHF | 650'718 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 112'000 | 112'000 | 109'813 | 109'813 | 655'683 CHF | 656'782 CHF | 99.99% | 99.99% |
08.07.2024 | 0.16% | 6.02 CHF | 6.03 CHF | 110'000 | 110'000 | 107'940 | 107'940 | 658'319 CHF | 659'399 CHF | 99.99% | 99.99% |
05.07.2024 | 0.16% | 6.07 CHF | 6.08 CHF | 108'000 | 108'000 | 107'700 | 107'700 | 658'837 CHF | 659'914 CHF | 99.99% | 99.99% |
04.07.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 657'223 CHF | 658'318 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 6.01 CHF | 6.02 CHF | 110'000 | 110'000 | 109'547 | 109'547 | 654'809 CHF | 655'904 CHF | 100.00% | 100.00% |
02.07.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 112'000 | 112'000 | 111'367 | 111'367 | 652'254 CHF | 653'368 CHF | 100.00% | 100.00% |