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% | 6.04 CHF | 6.05 CHF | 110'000 | 110'000 | 49'760 | 49'760 | 296'158 CHF | 296'657 CHF | 99.99% | 99.99% |
12.07.2024 | 0.17% | 6.04 CHF | 6.05 CHF | 110'000 | 110'000 | 48'905 | 48'905 | 295'804 CHF | 296'294 CHF | 99.90% | 99.90% |
11.07.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 105'000 | 105'000 | 47'433 | 47'433 | 308'985 CHF | 309'460 CHF | 99.99% | 99.99% |
10.07.2024 | 0.16% | 6.55 CHF | 6.56 CHF | 105'000 | 105'000 | 47'364 | 47'364 | 310'632 CHF | 311'106 CHF | 99.99% | 99.99% |
09.07.2024 | 0.16% | 6.55 CHF | 6.56 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 311'309 CHF | 311'783 CHF | 100.00% | 100.00% |
08.07.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 105'000 | 105'000 | 47'351 | 47'351 | 314'223 CHF | 314'697 CHF | 100.00% | 100.00% |
05.07.2024 | 0.16% | 6.57 CHF | 6.58 CHF | 105'000 | 105'000 | 48'477 | 48'477 | 305'531 CHF | 306'016 CHF | 100.00% | 100.00% |
04.07.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 220'057 CHF | 220'412 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 6.17 CHF | 6.18 CHF | 110'000 | 110'000 | 49'274 | 49'274 | 305'227 CHF | 305'725 CHF | 96.93% | 96.93% |
02.07.2024 | 0.17% | 6.10 CHF | 6.11 CHF | 110'000 | 110'000 | 49'493 | 49'493 | 300'538 CHF | 301'034 CHF | 99.98% | 99.98% |