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% | 5.97 CHF | 5.98 CHF | 42'000 | 42'000 | 41'946 | 41'946 | 249'142 CHF | 249'562 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 247'962 CHF | 248'382 CHF | 100.00% | 100.00% |
11.07.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 42'000 | 42'000 | 41'976 | 41'976 | 248'628 CHF | 249'048 CHF | 99.98% | 99.98% |
10.07.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 247'508 CHF | 247'929 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 246'662 CHF | 247'082 CHF | 99.98% | 99.98% |
08.07.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 247'261 CHF | 247'674 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 248'569 CHF | 248'988 CHF | 99.99% | 99.99% |
04.07.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 247'545 CHF | 247'965 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 248'278 CHF | 248'706 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 43'000 | 43'000 | 43'495 | 43'495 | 245'788 CHF | 246'223 CHF | 99.99% | 99.99% |