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% | 5.96 CHF | 5.97 CHF | 42'000 | 42'000 | 41'946 | 41'946 | 248'458 CHF | 248'877 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 247'345 CHF | 247'765 CHF | 100.00% | 100.00% |
11.07.2024 | 0.17% | 5.82 CHF | 5.83 CHF | 42'000 | 42'000 | 41'975 | 41'975 | 248'023 CHF | 248'443 CHF | 99.99% | 99.99% |
10.07.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 246'806 CHF | 247'226 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 245'969 CHF | 246'389 CHF | 99.99% | 99.99% |
08.07.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 246'585 CHF | 246'999 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 247'978 CHF | 248'397 CHF | 100.00% | 100.00% |
04.07.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 246'928 CHF | 247'348 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 247'522 CHF | 247'950 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 43'000 | 43'000 | 43'496 | 43'496 | 245'007 CHF | 245'442 CHF | 99.99% | 99.99% |