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% | 6.28 CHF | 6.29 CHF | 110'000 | 110'000 | 49'765 | 49'765 | 308'062 CHF | 308'560 CHF | 100.00% | 100.00% |
12.07.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 110'000 | 110'000 | 49'151 | 49'151 | 308'991 CHF | 309'483 CHF | 99.87% | 99.87% |
11.07.2024 | 0.15% | 6.57 CHF | 6.58 CHF | 105'000 | 105'000 | 47'437 | 47'437 | 320'438 CHF | 320'913 CHF | 100.00% | 100.00% |
10.07.2024 | 0.15% | 6.79 CHF | 6.80 CHF | 105'000 | 105'000 | 47'365 | 47'365 | 322'084 CHF | 322'559 CHF | 99.99% | 99.99% |
09.07.2024 | 0.15% | 6.79 CHF | 6.80 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 322'771 CHF | 323'246 CHF | 100.00% | 100.00% |
08.07.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 105'000 | 105'000 | 47'346 | 47'346 | 325'616 CHF | 326'091 CHF | 99.99% | 99.99% |
05.07.2024 | 0.16% | 6.81 CHF | 6.82 CHF | 105'000 | 105'000 | 48'477 | 48'477 | 317'195 CHF | 317'680 CHF | 100.00% | 100.00% |
04.07.2024 | 0.16% | 6.47 CHF | 6.48 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 228'602 CHF | 228'957 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 6.41 CHF | 6.42 CHF | 110'000 | 110'000 | 49'250 | 49'250 | 316'937 CHF | 317'434 CHF | 96.90% | 96.90% |
02.07.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 110'000 | 110'000 | 49'495 | 49'495 | 312'470 CHF | 312'966 CHF | 99.98% | 99.98% |