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 | 0.17% | 5.98 CHF | 5.99 CHF | 41'500 | 41'500 | 40'796 | 40'796 | 246'651 CHF | 247'060 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 6.01 CHF | 6.02 CHF | 41'500 | 41'500 | 41'110 | 41'110 | 247'294 CHF | 247'706 CHF | 99.86% | 99.86% |
11.07.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 41'500 | 41'500 | 40'791 | 40'791 | 246'717 CHF | 247'125 CHF | 99.57% | 99.57% |
10.07.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 41'500 | 41'500 | 41'593 | 41'593 | 247'081 CHF | 247'498 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42'000 | 42'000 | 41'669 | 41'669 | 246'605 CHF | 247'022 CHF | 99.52% | 99.52% |
08.07.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 42'500 | 42'500 | 42'093 | 42'093 | 247'186 CHF | 247'607 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 43'000 | 43'000 | 42'372 | 42'372 | 246'823 CHF | 247'247 CHF | 100.00% | 100.00% |
04.07.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42'000 | 42'000 | 41'864 | 41'864 | 246'781 CHF | 247'200 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 42'500 | 42'500 | 42'283 | 42'283 | 246'669 CHF | 247'092 CHF | 100.00% | 100.00% |
02.07.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 42'000 | 42'000 | 41'775 | 41'775 | 247'028 CHF | 247'446 CHF | 99.78% | 99.78% |