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 | 0.18% | 5.75 CHF | 5.76 CHF | 110'000 | 110'000 | 49'760 | 49'760 | 281'468 CHF | 281'966 CHF | 99.99% | 99.99% |
12.07.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 110'000 | 110'000 | 48'908 | 48'908 | 281'375 CHF | 281'865 CHF | 99.90% | 99.90% |
11.07.2024 | 0.16% | 6.04 CHF | 6.05 CHF | 105'000 | 105'000 | 47'432 | 47'432 | 294'974 CHF | 295'450 CHF | 99.99% | 99.99% |
10.07.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 105'000 | 105'000 | 47'366 | 47'366 | 296'601 CHF | 297'075 CHF | 99.99% | 99.99% |
09.07.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 297'321 CHF | 297'795 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 105'000 | 105'000 | 47'350 | 47'350 | 300'224 CHF | 300'699 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 6.27 CHF | 6.28 CHF | 105'000 | 105'000 | 48'477 | 48'477 | 291'190 CHF | 291'676 CHF | 100.00% | 100.00% |
04.07.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 209'552 CHF | 209'907 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 5.87 CHF | 5.88 CHF | 110'000 | 110'000 | 49'274 | 49'274 | 290'600 CHF | 291'097 CHF | 96.93% | 96.93% |
02.07.2024 | 0.18% | 5.81 CHF | 5.82 CHF | 110'000 | 110'000 | 49'500 | 49'500 | 285'844 CHF | 286'340 CHF | 99.99% | 99.99% |