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% | 5.95 CHF | 5.96 CHF | 110'000 | 110'000 | 49'754 | 49'754 | 291'223 CHF | 291'721 CHF | 99.98% | 99.98% |
12.07.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 110'000 | 110'000 | 48'911 | 48'911 | 291'032 CHF | 291'522 CHF | 99.90% | 99.90% |
11.07.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 105'000 | 105'000 | 47'438 | 47'438 | 304'340 CHF | 304'816 CHF | 100.00% | 100.00% |
10.07.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 105'000 | 105'000 | 47'365 | 47'365 | 305'956 CHF | 306'430 CHF | 99.99% | 99.99% |
09.07.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 306'643 CHF | 307'118 CHF | 100.00% | 100.00% |
08.07.2024 | 0.15% | 6.43 CHF | 6.44 CHF | 105'000 | 105'000 | 47'350 | 47'350 | 309'549 CHF | 310'024 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 6.47 CHF | 6.48 CHF | 105'000 | 105'000 | 48'477 | 48'477 | 300'750 CHF | 301'236 CHF | 100.00% | 100.00% |
04.07.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 216'564 CHF | 216'919 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 6.07 CHF | 6.08 CHF | 110'000 | 110'000 | 49'274 | 49'274 | 300'351 CHF | 300'849 CHF | 96.93% | 96.93% |
02.07.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 110'000 | 110'000 | 49'495 | 49'495 | 295'644 CHF | 296'140 CHF | 99.98% | 99.98% |