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% | 5.77 CHF | 5.78 CHF | 110'000 | 110'000 | 49'766 | 49'766 | 282'642 CHF | 283'140 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 5.76 CHF | 5.77 CHF | 110'000 | 110'000 | 49'150 | 49'150 | 283'871 CHF | 284'364 CHF | 99.87% | 99.87% |
11.07.2024 | 0.16% | 6.06 CHF | 6.07 CHF | 105'000 | 105'000 | 47'431 | 47'431 | 296'175 CHF | 296'651 CHF | 99.99% | 99.99% |
10.07.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 105'000 | 105'000 | 47'365 | 47'365 | 297'819 CHF | 298'293 CHF | 99.99% | 99.99% |
09.07.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 105'000 | 105'000 | 47'370 | 47'370 | 298'504 CHF | 298'978 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 105'000 | 105'000 | 47'347 | 47'347 | 301'434 CHF | 301'908 CHF | 99.99% | 99.99% |
05.07.2024 | 0.17% | 6.30 CHF | 6.31 CHF | 105'000 | 105'000 | 48'478 | 48'478 | 292'398 CHF | 292'883 CHF | 100.00% | 100.00% |
04.07.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 210'357 CHF | 210'712 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 5.90 CHF | 5.91 CHF | 110'000 | 110'000 | 49'247 | 49'247 | 291'635 CHF | 292'132 CHF | 96.85% | 96.85% |
02.07.2024 | 0.18% | 5.83 CHF | 5.84 CHF | 110'000 | 110'000 | 49'501 | 49'501 | 287'014 CHF | 287'509 CHF | 99.99% | 99.99% |