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% | 5.90 CHF | 5.91 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 385'814 CHF | 386'469 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 65'000 | 65'000 | 64'390 | 64'390 | 387'633 CHF | 388'277 CHF | 100.00% | 100.00% |
11.07.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 65'000 | 65'000 | 64'839 | 64'839 | 384'432 CHF | 385'081 CHF | 99.79% | 99.79% |
10.07.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 65'000 | 65'000 | 65'353 | 65'353 | 383'327 CHF | 383'982 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 65'000 | 65'000 | 65'088 | 65'088 | 384'770 CHF | 385'422 CHF | 100.00% | 100.00% |
08.07.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 382'829 CHF | 383'474 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 6.13 CHF | 6.14 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 386'379 CHF | 387'014 CHF | 99.99% | 99.99% |
04.07.2024 | 0.17% | 6.10 CHF | 6.11 CHF | 64'000 | 64'000 | 63'468 | 63'468 | 384'435 CHF | 385'070 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 6.01 CHF | 6.02 CHF | 65'000 | 65'000 | 63'732 | 63'732 | 384'329 CHF | 384'967 CHF | 99.98% | 99.98% |
02.07.2024 | 0.16% | 6.07 CHF | 6.08 CHF | 64'000 | 64'000 | 62'799 | 62'799 | 384'453 CHF | 385'082 CHF | 99.80% | 99.80% |