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% | 6.08 CHF | 6.09 CHF | 110'000 | 110'000 | 49'759 | 49'759 | 297'736 CHF | 298'235 CHF | 99.99% | 99.99% |
12.07.2024 | 0.17% | 6.07 CHF | 6.08 CHF | 110'000 | 110'000 | 49'149 | 49'149 | 298'823 CHF | 299'315 CHF | 99.87% | 99.87% |
11.07.2024 | 0.15% | 6.36 CHF | 6.37 CHF | 105'000 | 105'000 | 47'431 | 47'431 | 310'588 CHF | 311'064 CHF | 99.99% | 99.99% |
10.07.2024 | 0.15% | 6.58 CHF | 6.59 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 312'288 CHF | 312'762 CHF | 100.00% | 100.00% |
09.07.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 312'963 CHF | 313'437 CHF | 100.00% | 100.00% |
08.07.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 105'000 | 105'000 | 47'342 | 47'342 | 315'779 CHF | 316'253 CHF | 99.98% | 99.98% |
05.07.2024 | 0.16% | 6.60 CHF | 6.61 CHF | 105'000 | 105'000 | 48'479 | 48'479 | 307'157 CHF | 307'643 CHF | 100.00% | 100.00% |
04.07.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 221'251 CHF | 221'606 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 6.20 CHF | 6.21 CHF | 110'000 | 110'000 | 49'296 | 49'296 | 306'981 CHF | 307'479 CHF | 96.80% | 96.80% |
02.07.2024 | 0.17% | 6.14 CHF | 6.15 CHF | 110'000 | 110'000 | 49'500 | 49'500 | 302'169 CHF | 302'665 CHF | 99.99% | 99.99% |