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% | 5.83 CHF | 5.84 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 381'106 CHF | 381'760 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 382'984 CHF | 383'629 CHF | 99.98% | 99.98% |
11.07.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 65'000 | 65'000 | 64'805 | 64'805 | 379'582 CHF | 380'231 CHF | 99.30% | 99.30% |
10.07.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 65'000 | 65'000 | 65'354 | 65'354 | 378'623 CHF | 379'277 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 5.86 CHF | 5.87 CHF | 65'000 | 65'000 | 65'076 | 65'076 | 380'012 CHF | 380'664 CHF | 100.00% | 100.00% |
08.07.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 65'000 | 65'000 | 64'388 | 64'388 | 378'193 CHF | 378'838 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 381'800 CHF | 382'434 CHF | 100.00% | 100.00% |
04.07.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 64'000 | 64'000 | 63'440 | 63'440 | 379'676 CHF | 380'311 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 65'000 | 65'000 | 63'782 | 63'782 | 380'012 CHF | 380'651 CHF | 100.00% | 100.00% |
02.07.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 64'000 | 64'000 | 62'790 | 62'790 | 379'843 CHF | 380'472 CHF | 100.00% | 100.00% |