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% | 6.23 CHF | 6.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 311'389 CHF | 311'889 CHF | 100.00% | 100.00% |
12.07.2024 | 0.16% | 6.19 CHF | 6.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 306'631 CHF | 307'131 CHF | 98.99% | 98.99% |
11.07.2024 | 0.17% | 6.10 CHF | 6.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 302'712 CHF | 303'212 CHF | 99.97% | 99.97% |
10.07.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 296'768 CHF | 297'268 CHF | 99.85% | 99.85% |
09.07.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 301'290 CHF | 301'790 CHF | 100.00% | 100.00% |
08.07.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 300'555 CHF | 301'055 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 297'096 CHF | 297'596 CHF | 100.00% | 100.00% |
04.07.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 295'658 CHF | 296'158 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 289'554 CHF | 290'054 CHF | 99.51% | 99.51% |
02.07.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 283'417 CHF | 283'917 CHF | 100.00% | 100.00% |