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% | 5.87 CHF | 5.88 CHF | 110'000 | 110'000 | 49'761 | 49'761 | 287'653 CHF | 288'151 CHF | 99.99% | 99.99% |
12.07.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 110'000 | 110'000 | 49'143 | 49'143 | 288'818 CHF | 289'311 CHF | 99.86% | 99.86% |
11.07.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 105'000 | 105'000 | 47'438 | 47'438 | 301'007 CHF | 301'482 CHF | 100.00% | 100.00% |
10.07.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 105'000 | 105'000 | 47'365 | 47'365 | 302'622 CHF | 303'097 CHF | 99.99% | 99.99% |
09.07.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 303'309 CHF | 303'783 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 105'000 | 105'000 | 47'348 | 47'348 | 306'232 CHF | 306'707 CHF | 99.99% | 99.99% |
05.07.2024 | 0.17% | 6.40 CHF | 6.41 CHF | 105'000 | 105'000 | 48'478 | 48'478 | 297'303 CHF | 297'789 CHF | 100.00% | 100.00% |
04.07.2024 | 0.17% | 6.06 CHF | 6.07 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 213'990 CHF | 214'345 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 6.00 CHF | 6.01 CHF | 110'000 | 110'000 | 49'250 | 49'250 | 296'657 CHF | 297'155 CHF | 96.86% | 96.86% |
02.07.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 110'000 | 110'000 | 49'499 | 49'499 | 292'061 CHF | 292'557 CHF | 99.99% | 99.99% |