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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.88% | 5.58 CHF | 5.63 CHF | 10'540 | 10'540 | 10'491 | 10'491 | 59'864 CHF | 60'389 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 5.82 CHF | 5.87 CHF | 10'410 | 10'410 | 10'358 | 10'358 | 61'036 CHF | 61'554 CHF | 99.96% | 99.96% |
10.07.2024 | 0.83% | 5.95 CHF | 6.00 CHF | 10'060 | 10'060 | 9'985 | 9'985 | 60'255 CHF | 60'754 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 6.06 CHF | 6.11 CHF | 10'230 | 10'230 | 10'098 | 10'098 | 60'089 CHF | 60'595 CHF | 99.60% | 99.60% |
08.07.2024 | 0.84% | 6.06 CHF | 6.11 CHF | 10'080 | 10'080 | 9'967 | 9'967 | 60'021 CHF | 60'519 CHF | 100.00% | 100.00% |
05.07.2024 | 0.83% | 6.13 CHF | 6.18 CHF | 10'340 | 10'340 | 10'203 | 10'203 | 61'500 CHF | 62'011 CHF | 99.87% | 99.87% |
04.07.2024 | 0.84% | 6.00 CHF | 6.05 CHF | 10'070 | 10'070 | 9'974 | 9'974 | 59'925 CHF | 60'424 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 6.04 CHF | 6.09 CHF | 10'070 | 10'070 | 9'996 | 9'996 | 61'197 CHF | 61'698 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 6.12 CHF | 6.17 CHF | 9'720 | 9'720 | 9'692 | 9'692 | 61'100 CHF | 61'585 CHF | 99.74% | 99.74% |
01.07.2024 | 0.81% | 6.30 CHF | 6.35 CHF | 9'700 | 9'700 | 9'570 | 9'570 | 59'479 CHF | 59'958 CHF | 99.88% | 100.00% |