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% | 6.25 CHF | 6.26 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 619'511 CHF | 620'503 CHF | 99.53% | 99.53% |
12.07.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 631'326 CHF | 632'318 CHF | 100.00% | 100.00% |
11.07.2024 | 0.16% | 6.30 CHF | 6.31 CHF | 100'000 | 100'000 | 99'057 | 99'057 | 622'337 CHF | 623'329 CHF | 99.67% | 99.67% |
10.07.2024 | 0.16% | 6.30 CHF | 6.31 CHF | 100'000 | 100'000 | 99'067 | 99'067 | 616'168 CHF | 617'159 CHF | 100.00% | 100.00% |
09.07.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 620'638 CHF | 621'630 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 100'000 | 100'000 | 99'053 | 99'053 | 623'868 CHF | 624'860 CHF | 99.23% | 99.23% |
05.07.2024 | 0.16% | 6.48 CHF | 6.49 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 638'751 CHF | 639'743 CHF | 100.00% | 100.00% |
04.07.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 635'134 CHF | 636'125 CHF | 100.00% | 100.00% |
03.07.2024 | 0.16% | 6.37 CHF | 6.38 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 632'628 CHF | 633'620 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 6.43 CHF | 6.44 CHF | 100'000 | 100'000 | 99'066 | 99'063 | 641'749 CHF | 642'716 CHF | 99.99% | 99.99% |