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% | 6.61 CHF | 6.62 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 319'333 CHF | 319'829 CHF | 99.95% | 99.95% |
12.07.2024 | 0.16% | 6.43 CHF | 6.44 CHF | 50'000 | 50'000 | 49'532 | 49'531 | 315'381 CHF | 315'874 CHF | 99.99% | 99.99% |
11.07.2024 | 0.16% | 6.49 CHF | 6.50 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 310'240 CHF | 310'736 CHF | 99.91% | 99.91% |
10.07.2024 | 0.16% | 6.17 CHF | 6.18 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 304'459 CHF | 304'955 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 298'153 CHF | 298'649 CHF | 99.97% | 99.97% |
08.07.2024 | 0.16% | 6.12 CHF | 6.13 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 303'542 CHF | 304'038 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 6.23 CHF | 6.24 CHF | 50'000 | 50'000 | 49'559 | 49'559 | 302'707 CHF | 303'203 CHF | 99.87% | 99.87% |
04.07.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 298'422 CHF | 298'918 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 6.08 CHF | 6.09 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 295'395 CHF | 295'891 CHF | 100.00% | 100.00% |
02.07.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 50'000 | 50'000 | 49'532 | 49'530 | 286'035 CHF | 286'520 CHF | 99.78% | 99.78% |