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% | 6.16 CHF | 6.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 907'154 CHF | 908'654 CHF | 100.00% | 100.00% |
12.07.2024 | 0.16% | 6.14 CHF | 6.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 910'975 CHF | 912'475 CHF | 100.00% | 100.00% |
11.07.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 150'000 | 150'000 | 149'860 | 149'860 | 937'893 CHF | 939'393 CHF | 99.99% | 99.99% |
10.07.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 928'554 CHF | 930'054 CHF | 100.00% | 100.00% |
09.07.2024 | 0.16% | 6.05 CHF | 6.06 CHF | 150'000 | 150'000 | 149'999 | 150'000 | 929'447 CHF | 930'956 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 6.20 CHF | 6.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 929'438 CHF | 930'939 CHF | 100.00% | 100.00% |
05.07.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 910'367 CHF | 911'867 CHF | 99.98% | 99.98% |
04.07.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 891'474 CHF | 892'974 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 885'682 CHF | 887'184 CHF | 99.99% | 99.99% |
02.07.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 829'915 CHF | 831'415 CHF | 99.99% | 99.99% |