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% | 6.03 CHF | 6.04 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 598'159 CHF | 599'151 CHF | 100.00% | 100.00% |
12.07.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 100'000 | 100'000 | 99'062 | 99'060 | 609'949 CHF | 610'926 CHF | 100.00% | 100.00% |
11.07.2024 | 0.17% | 6.09 CHF | 6.10 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 600'951 CHF | 601'943 CHF | 99.95% | 99.95% |
10.07.2024 | 0.17% | 6.08 CHF | 6.09 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 594'718 CHF | 595'710 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 6.07 CHF | 6.08 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 599'263 CHF | 600'255 CHF | 100.00% | 100.00% |
08.07.2024 | 0.17% | 6.11 CHF | 6.12 CHF | 100'000 | 100'000 | 99'065 | 99'059 | 602'606 CHF | 603'560 CHF | 100.00% | 100.00% |
05.07.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 617'352 CHF | 618'343 CHF | 100.00% | 100.00% |
04.07.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 613'692 CHF | 614'683 CHF | 100.00% | 100.00% |
03.07.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 611'083 CHF | 612'074 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 6.21 CHF | 6.22 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 620'179 CHF | 621'171 CHF | 99.72% | 99.72% |