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 | 0.32% | 6.21 CHF | 6.23 CHF | 41'200 | 41'200 | 41'030 | 41'030 | 254'910 CHF | 255'731 CHF | 100.00% | 100.00% |
12.07.2024 | 0.32% | 6.34 CHF | 6.36 CHF | 41'800 | 41'800 | 41'628 | 41'628 | 261'835 CHF | 262'667 CHF | 100.00% | 100.00% |
11.07.2024 | 0.32% | 6.10 CHF | 6.12 CHF | 41'400 | 41'400 | 41'229 | 41'229 | 254'943 CHF | 255'768 CHF | 99.96% | 99.96% |
10.07.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 42'400 | 42'400 | 42'227 | 42'227 | 260'737 CHF | 261'159 CHF | 100.00% | 100.00% |
09.07.2024 | 0.33% | 6.00 CHF | 6.02 CHF | 42'000 | 42'000 | 41'214 | 41'214 | 249'838 CHF | 250'662 CHF | 99.99% | 99.99% |
08.07.2024 | 0.32% | 6.24 CHF | 6.26 CHF | 41'300 | 41'300 | 41'130 | 41'130 | 260'162 CHF | 260'985 CHF | 99.99% | 99.99% |
05.07.2024 | 0.32% | 6.23 CHF | 6.25 CHF | 41'700 | 41'700 | 41'528 | 41'528 | 259'897 CHF | 260'728 CHF | 100.00% | 100.00% |
04.07.2024 | 0.32% | 6.17 CHF | 6.19 CHF | 41'700 | 41'700 | 41'528 | 41'528 | 256'738 CHF | 257'568 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 6.16 CHF | 6.17 CHF | 43'000 | 43'000 | 43'392 | 43'392 | 262'076 CHF | 262'509 CHF | 100.00% | 100.00% |
02.07.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 43'000 | 43'000 | 42'822 | 42'822 | 253'147 CHF | 253'575 CHF | 99.98% | 99.98% |