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% | 5.85 CHF | 5.86 CHF | 110'000 | 110'000 | 49'766 | 49'766 | 286'408 CHF | 286'907 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 110'000 | 110'000 | 48'908 | 48'908 | 286'198 CHF | 286'688 CHF | 99.90% | 99.90% |
11.07.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 105'000 | 105'000 | 47'431 | 47'431 | 299'638 CHF | 300'113 CHF | 99.99% | 99.99% |
10.07.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 301'317 CHF | 301'792 CHF | 100.00% | 100.00% |
09.07.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 301'985 CHF | 302'460 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 105'000 | 105'000 | 47'351 | 47'351 | 304'902 CHF | 305'377 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 6.37 CHF | 6.38 CHF | 105'000 | 105'000 | 48'480 | 48'480 | 295'994 CHF | 296'480 CHF | 100.00% | 100.00% |
04.07.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 213'077 CHF | 213'432 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.97 CHF | 5.98 CHF | 110'000 | 110'000 | 49'274 | 49'274 | 295'481 CHF | 295'979 CHF | 96.93% | 96.93% |
02.07.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 110'000 | 110'000 | 49'500 | 49'500 | 290'765 CHF | 291'261 CHF | 99.99% | 99.99% |