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% | 6.21 CHF | 6.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 158'814 CHF | 159'064 CHF | 100.00% | 100.00% |
12.07.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 158'771 CHF | 159'021 CHF | 98.99% | 98.99% |
11.07.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 156'271 CHF | 156'521 CHF | 99.85% | 99.85% |
10.07.2024 | 0.17% | 6.13 CHF | 6.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 150'981 CHF | 151'231 CHF | 99.83% | 99.83% |
09.07.2024 | 0.16% | 6.03 CHF | 6.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 153'130 CHF | 153'380 CHF | 99.99% | 99.99% |
08.07.2024 | 0.16% | 6.10 CHF | 6.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 153'122 CHF | 153'372 CHF | 100.00% | 100.00% |
05.07.2024 | 0.16% | 6.11 CHF | 6.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 155'195 CHF | 155'445 CHF | 100.00% | 100.00% |
04.07.2024 | 0.16% | 6.21 CHF | 6.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 152'797 CHF | 153'047 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 150'899 CHF | 151'149 CHF | 99.20% | 99.20% |
02.07.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 145'401 CHF | 145'651 CHF | 99.87% | 99.87% |