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 | 110'000 | 110'000 | 49'765 | 49'765 | 292'716 CHF | 293'214 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 110'000 | 110'000 | 49'144 | 49'144 | 293'814 CHF | 294'306 CHF | 99.86% | 99.86% |
11.07.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 105'000 | 105'000 | 47'436 | 47'436 | 305'808 CHF | 306'283 CHF | 100.00% | 100.00% |
10.07.2024 | 0.16% | 6.48 CHF | 6.49 CHF | 105'000 | 105'000 | 47'365 | 47'365 | 307'428 CHF | 307'902 CHF | 99.99% | 99.99% |
09.07.2024 | 0.16% | 6.48 CHF | 6.49 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 308'137 CHF | 308'611 CHF | 100.00% | 100.00% |
08.07.2024 | 0.15% | 6.46 CHF | 6.47 CHF | 105'000 | 105'000 | 47'347 | 47'347 | 311'025 CHF | 311'499 CHF | 99.99% | 99.99% |
05.07.2024 | 0.17% | 6.50 CHF | 6.51 CHF | 105'000 | 105'000 | 48'478 | 48'478 | 302'225 CHF | 302'711 CHF | 100.00% | 100.00% |
04.07.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 217'626 CHF | 217'981 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 6.10 CHF | 6.11 CHF | 110'000 | 110'000 | 49'250 | 49'250 | 301'678 CHF | 302'175 CHF | 96.90% | 96.90% |
02.07.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 110'000 | 110'000 | 49'494 | 49'494 | 297'087 CHF | 297'583 CHF | 99.98% | 99.98% |