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 | 0.23% | 6.62 CHF | 6.63 CHF | 50'000 | 50'000 | 21'479 | 21'479 | 142'637 CHF | 142'921 CHF | 99.38% | 99.38% |
12.07.2024 | 0.24% | 6.61 CHF | 6.62 CHF | 50'000 | 50'000 | 21'780 | 21'780 | 139'831 CHF | 140'118 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 6.47 CHF | 6.48 CHF | 51'000 | 51'000 | 21'437 | 21'437 | 143'915 CHF | 144'199 CHF | 100.00% | 100.00% |
10.07.2024 | 0.24% | 6.74 CHF | 6.75 CHF | 50'000 | 50'000 | 21'367 | 21'367 | 141'208 CHF | 141'492 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 6.54 CHF | 6.55 CHF | 50'000 | 50'000 | 21'643 | 21'643 | 141'775 CHF | 142'061 CHF | 99.95% | 99.95% |
08.07.2024 | 0.24% | 6.49 CHF | 6.50 CHF | 51'000 | 51'000 | 21'857 | 21'857 | 141'263 CHF | 141'551 CHF | 99.86% | 99.86% |
05.07.2024 | 0.23% | 6.41 CHF | 6.42 CHF | 51'000 | 51'000 | 21'469 | 21'469 | 143'699 CHF | 143'983 CHF | 99.65% | 99.65% |
04.07.2024 | 0.22% | 6.96 CHF | 6.97 CHF | 15'000 | 15'000 | 13'924 | 13'924 | 96'480 CHF | 96'689 CHF | 98.99% | 98.99% |
03.07.2024 | 0.23% | 6.75 CHF | 6.76 CHF | 49'000 | 49'000 | 21'424 | 21'424 | 141'661 CHF | 141'945 CHF | 100.00% | 100.00% |
02.07.2024 | 0.24% | 6.46 CHF | 6.47 CHF | 51'000 | 51'000 | 21'779 | 21'779 | 139'207 CHF | 139'493 CHF | 98.78% | 98.78% |