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 | 0.50% | 6.04 CHF | 6.07 CHF | 29'000 | 29'000 | 29'000 | 29'000 | 174'791 CHF | 175'661 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 5.97 CHF | 6.00 CHF | 29'000 | 29'000 | 29'872 | 29'872 | 175'930 CHF | 176'826 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 5.94 CHF | 5.97 CHF | 30'000 | 30'000 | 29'065 | 29'065 | 174'897 CHF | 175'769 CHF | 99.98% | 99.98% |
10.07.2024 | 0.51% | 6.01 CHF | 6.04 CHF | 29'000 | 29'000 | 29'703 | 29'703 | 175'722 CHF | 176'613 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 6.02 CHF | 6.05 CHF | 29'000 | 29'000 | 28'968 | 28'968 | 176'275 CHF | 177'145 CHF | 99.77% | 99.77% |
08.07.2024 | 0.50% | 6.08 CHF | 6.11 CHF | 29'000 | 29'000 | 29'200 | 29'200 | 175'236 CHF | 176'112 CHF | 99.28% | 99.28% |
05.07.2024 | 0.50% | 5.97 CHF | 6.00 CHF | 29'000 | 29'000 | 29'085 | 29'085 | 175'019 CHF | 175'892 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 5.88 CHF | 5.91 CHF | 30'000 | 30'000 | 29'266 | 29'266 | 173'953 CHF | 174'831 CHF | 99.57% | 99.57% |
03.07.2024 | 0.50% | 5.93 CHF | 5.96 CHF | 30'000 | 30'000 | 29'541 | 29'541 | 175'828 CHF | 176'715 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 5.92 CHF | 5.95 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 174'994 CHF | 175'894 CHF | 99.98% | 99.98% |