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 | 0.15% | 6.48 CHF | 6.49 CHF | 104'400 | 104'400 | 104'580 | 104'580 | 678'480 CHF | 679'526 CHF | 99.99% | 99.99% |
12.07.2024 | 0.15% | 6.50 CHF | 6.51 CHF | 104'800 | 104'800 | 105'637 | 105'637 | 683'160 CHF | 684'216 CHF | 100.00% | 100.00% |
11.07.2024 | 0.16% | 6.51 CHF | 6.52 CHF | 106'200 | 106'200 | 106'200 | 106'200 | 683'383 CHF | 684'445 CHF | 100.00% | 100.00% |
10.07.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 106'200 | 106'200 | 106'140 | 106'140 | 678'831 CHF | 679'893 CHF | 100.00% | 100.00% |
09.07.2024 | 0.16% | 6.40 CHF | 6.41 CHF | 106'100 | 106'100 | 105'320 | 105'320 | 674'294 CHF | 675'349 CHF | 100.00% | 100.00% |
08.07.2024 | 0.15% | 6.43 CHF | 6.44 CHF | 105'000 | 105'000 | 105'901 | 105'901 | 684'825 CHF | 685'884 CHF | 99.99% | 99.99% |
05.07.2024 | 0.16% | 6.41 CHF | 6.42 CHF | 106'500 | 106'500 | 106'680 | 106'680 | 683'090 CHF | 684'157 CHF | 100.00% | 100.00% |
04.07.2024 | 0.16% | 6.37 CHF | 6.38 CHF | 106'800 | 106'800 | 107'998 | 107'998 | 685'490 CHF | 686'569 CHF | 100.00% | 100.00% |
03.07.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 108'800 | 108'800 | 108'979 | 108'979 | 685'535 CHF | 686'624 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 109'100 | 109'100 | 108'199 | 108'199 | 676'792 CHF | 677'874 CHF | 100.00% | 100.00% |