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% | 6.36 CHF | 6.37 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 306'726 CHF | 307'222 CHF | 99.98% | 99.98% |
12.07.2024 | 0.17% | 6.17 CHF | 6.18 CHF | 50'000 | 50'000 | 49'532 | 49'531 | 302'775 CHF | 303'267 CHF | 100.00% | 100.00% |
11.07.2024 | 0.17% | 6.24 CHF | 6.25 CHF | 50'000 | 50'000 | 49'547 | 49'547 | 297'699 CHF | 298'195 CHF | 99.77% | 99.77% |
10.07.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 291'793 CHF | 292'289 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 285'506 CHF | 286'002 CHF | 99.56% | 99.56% |
08.07.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 290'934 CHF | 291'430 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 50'000 | 50'000 | 49'559 | 49'559 | 290'064 CHF | 290'560 CHF | 99.69% | 99.69% |
04.07.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 285'766 CHF | 286'262 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 5.82 CHF | 5.83 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 282'710 CHF | 283'206 CHF | 99.94% | 99.94% |
02.07.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 50'000 | 50'000 | 49'533 | 49'531 | 273'334 CHF | 273'819 CHF | 99.97% | 99.97% |