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 | 0.19% | 5.60 CHF | 5.61 CHF | 110'000 | 110'000 | 49'759 | 49'759 | 273'880 CHF | 274'379 CHF | 99.99% | 99.99% |
12.07.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 110'000 | 110'000 | 49'151 | 49'151 | 275'268 CHF | 275'760 CHF | 99.87% | 99.87% |
11.07.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 105'000 | 105'000 | 47'432 | 47'432 | 287'853 CHF | 288'328 CHF | 99.99% | 99.99% |
10.07.2024 | 0.17% | 6.10 CHF | 6.11 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 289'503 CHF | 289'978 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 6.11 CHF | 6.12 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 290'198 CHF | 290'672 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 6.08 CHF | 6.09 CHF | 105'000 | 105'000 | 47'342 | 47'342 | 293'084 CHF | 293'558 CHF | 99.98% | 99.98% |
05.07.2024 | 0.18% | 6.12 CHF | 6.13 CHF | 105'000 | 105'000 | 48'479 | 48'479 | 283'860 CHF | 284'345 CHF | 100.00% | 100.00% |
04.07.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 204'153 CHF | 204'508 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 5.72 CHF | 5.73 CHF | 110'000 | 110'000 | 49'250 | 49'250 | 282'964 CHF | 283'461 CHF | 96.90% | 96.90% |
02.07.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 110'000 | 110'000 | 49'498 | 49'498 | 278'262 CHF | 278'758 CHF | 99.99% | 99.99% |