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% | 6.07 CHF | 6.08 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 585'375 CHF | 586'367 CHF | 99.73% | 99.73% |
12.07.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 100'000 | 100'000 | 99'063 | 99'062 | 577'491 CHF | 578'473 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 5.95 CHF | 5.96 CHF | 100'000 | 100'000 | 99'065 | 99'065 | 567'112 CHF | 568'104 CHF | 99.70% | 99.70% |
10.07.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 555'484 CHF | 556'476 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 5.40 CHF | 5.41 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 542'892 CHF | 543'884 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 553'876 CHF | 554'868 CHF | 100.00% | 100.00% |
05.07.2024 | 0.18% | 5.68 CHF | 5.69 CHF | 100'000 | 100'000 | 99'118 | 99'118 | 551'568 CHF | 552'560 CHF | 99.72% | 99.72% |
04.07.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 543'355 CHF | 544'347 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.54 CHF | 5.55 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 537'212 CHF | 538'203 CHF | 99.88% | 99.88% |
02.07.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 518'426 CHF | 519'418 CHF | 99.76% | 99.76% |