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% | 5.82 CHF | 5.83 CHF | 50'000 | 50'000 | 25'707 | 25'707 | 151'770 CHF | 152'027 CHF | 94.60% | 94.60% |
12.07.2024 | 0.82% | 6.21 CHF | 6.22 CHF | 50'000 | 50'000 | 16'049 | 16'049 | 102'202 CHF | 102'442 CHF | 98.13% | 98.13% |
11.07.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 50'000 | 50'000 | 29'008 | 29'008 | 168'591 CHF | 168'881 CHF | 95.20% | 95.20% |
10.07.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 50'000 | 50'000 | 29'051 | 29'051 | 170'325 CHF | 170'616 CHF | 97.29% | 97.29% |
09.07.2024 | 0.16% | 5.97 CHF | 5.98 CHF | 50'000 | 50'000 | 28'739 | 28'739 | 175'546 CHF | 175'833 CHF | 99.50% | 99.50% |
08.07.2024 | 0.16% | 6.04 CHF | 6.05 CHF | 50'000 | 50'000 | 28'827 | 28'827 | 178'820 CHF | 179'108 CHF | 97.85% | 97.85% |
05.07.2024 | 0.32% | 6.22 CHF | 6.23 CHF | 50'000 | 50'000 | 27'756 | 27'756 | 172'733 CHF | 173'021 CHF | 94.12% | 94.12% |
04.07.2024 | 1.21% | 6.29 CHF | 6.37 CHF | 5'000 | 5'000 | 4'091 | 4'091 | 25'945 CHF | 26'195 CHF | 95.02% | 95.02% |
03.07.2024 | 0.15% | 6.39 CHF | 6.40 CHF | 50'000 | 50'000 | 28'796 | 28'796 | 188'303 CHF | 188'591 CHF | 99.68% | 99.68% |
02.07.2024 | 0.30% | 6.80 CHF | 6.88 CHF | 5'000 | 5'000 | 23'422 | 23'422 | 169'960 CHF | 170'238 CHF | 98.28% | 98.28% |