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% | 5.77 CHF | 5.78 CHF | 339'500 | 339'500 | 337'516 | 337'516 | 1'958'900 CHF | 1'962'280 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 336'300 | 336'300 | 332'818 | 332'818 | 1'950'710 CHF | 1'954'040 CHF | 99.85% | 99.85% |
11.07.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 330'600 | 330'600 | 328'223 | 328'223 | 1'944'330 CHF | 1'947'610 CHF | 71.49% | 71.49% |
10.07.2024 | 0.16% | 6.06 CHF | 6.07 CHF | 325'200 | 325'200 | 323'948 | 323'948 | 1'962'810 CHF | 1'966'050 CHF | 99.38% | 99.38% |
09.07.2024 | 0.17% | 6.10 CHF | 6.11 CHF | 323'100 | 323'100 | 324'481 | 324'481 | 1'967'090 CHF | 1'970'340 CHF | 100.00% | 100.00% |
08.07.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 326'100 | 326'100 | 325'022 | 325'022 | 1'949'800 CHF | 1'953'060 CHF | 99.99% | 99.99% |
05.07.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 324'400 | 324'400 | 322'180 | 322'180 | 1'947'810 CHF | 1'951'030 CHF | 99.99% | 99.99% |
04.07.2024 | 0.16% | 6.09 CHF | 6.10 CHF | 320'700 | 320'700 | 316'449 | 316'449 | 1'940'310 CHF | 1'943'480 CHF | 100.00% | 100.00% |
03.07.2024 | 0.16% | 6.11 CHF | 6.12 CHF | 313'700 | 313'700 | 310'172 | 310'172 | 1'931'140 CHF | 1'934'240 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 307'800 | 307'800 | 310'432 | 310'432 | 1'978'370 CHF | 1'981'470 CHF | 99.94% | 99.94% |