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 | 1.63% | 6.14 CHF | 6.24 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 182'107 CHF | 185'107 CHF | 99.52% | 99.52% |
12.07.2024 | 0.81% | 6.23 CHF | 6.28 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 184'069 CHF | 185'569 CHF | 90.64% | 90.64% |
11.07.2024 | 0.85% | 6.05 CHF | 6.10 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 175'636 CHF | 177'136 CHF | 99.30% | 99.30% |
10.07.2024 | 0.87% | 5.99 CHF | 6.04 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 172'511 CHF | 174'011 CHF | 99.52% | 99.52% |
09.07.2024 | 1.76% | 5.55 CHF | 5.65 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 112'527 CHF | 114'527 CHF | 92.48% | 92.48% |
08.07.2024 | 1.51% | 6.56 CHF | 6.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 131'815 CHF | 133'815 CHF | 99.45% | 99.45% |
05.07.2024 | 1.47% | 6.55 CHF | 6.65 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 135'007 CHF | 137'007 CHF | 98.50% | 98.50% |
04.07.2024 | 1.48% | 6.73 CHF | 6.83 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 134'195 CHF | 136'195 CHF | 98.67% | 98.67% |
03.07.2024 | 1.52% | 6.57 CHF | 6.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 130'322 CHF | 132'322 CHF | 99.47% | 99.47% |
02.07.2024 | 1.62% | 6.21 CHF | 6.31 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 122'849 CHF | 124'849 CHF | 99.42% | 99.42% |