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% | 6.11 CHF | 6.12 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 606'042 CHF | 607'034 CHF | 99.99% | 99.99% |
12.07.2024 | 0.16% | 6.21 CHF | 6.22 CHF | 100'000 | 100'000 | 99'062 | 99'060 | 617'822 CHF | 618'798 CHF | 100.00% | 100.00% |
11.07.2024 | 0.16% | 6.17 CHF | 6.18 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 608'847 CHF | 609'838 CHF | 99.99% | 99.99% |
10.07.2024 | 0.17% | 6.16 CHF | 6.17 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 602'619 CHF | 603'611 CHF | 100.00% | 100.00% |
09.07.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 607'162 CHF | 608'154 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 6.19 CHF | 6.20 CHF | 100'000 | 100'000 | 99'060 | 99'059 | 610'452 CHF | 611'434 CHF | 100.00% | 100.00% |
05.07.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 625'258 CHF | 626'250 CHF | 99.92% | 99.92% |
04.07.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 621'606 CHF | 622'598 CHF | 100.00% | 100.00% |
03.07.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 619'016 CHF | 620'007 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 628'124 CHF | 629'116 CHF | 99.85% | 99.85% |