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 | 0.15% | 6.42 CHF | 6.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 324'568 CHF | 325'068 CHF | 100.00% | 100.00% |
12.07.2024 | 0.16% | 6.47 CHF | 6.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 316'879 CHF | 317'379 CHF | 99.01% | 99.01% |
11.07.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 311'340 CHF | 311'840 CHF | 99.77% | 99.77% |
10.07.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 304'071 CHF | 304'571 CHF | 99.85% | 99.85% |
09.07.2024 | 0.16% | 6.07 CHF | 6.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 306'596 CHF | 307'096 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 305'359 CHF | 305'859 CHF | 100.00% | 100.00% |
05.07.2024 | 0.16% | 6.06 CHF | 6.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 309'308 CHF | 309'808 CHF | 100.00% | 100.00% |
04.07.2024 | 0.16% | 6.20 CHF | 6.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 309'477 CHF | 309'977 CHF | 100.00% | 100.00% |
03.07.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 306'982 CHF | 307'482 CHF | 99.48% | 99.48% |
02.07.2024 | 0.17% | 6.04 CHF | 6.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 300'553 CHF | 301'053 CHF | 99.89% | 99.89% |