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 | 0.24% | 6.50 CHF | 6.51 CHF | 50'000 | 50'000 | 21'477 | 21'477 | 139'886 CHF | 140'170 CHF | 99.37% | 99.37% |
12.07.2024 | 0.25% | 6.48 CHF | 6.49 CHF | 50'000 | 50'000 | 21'779 | 21'779 | 137'029 CHF | 137'317 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 6.34 CHF | 6.35 CHF | 51'000 | 51'000 | 21'430 | 21'430 | 141'141 CHF | 141'425 CHF | 99.98% | 99.98% |
10.07.2024 | 0.24% | 6.61 CHF | 6.62 CHF | 50'000 | 50'000 | 21'367 | 21'367 | 138'461 CHF | 138'744 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 6.41 CHF | 6.42 CHF | 50'000 | 50'000 | 21'642 | 21'642 | 139'001 CHF | 139'287 CHF | 99.95% | 99.95% |
08.07.2024 | 0.25% | 6.37 CHF | 6.38 CHF | 51'000 | 51'000 | 21'858 | 21'858 | 138'456 CHF | 138'743 CHF | 99.86% | 99.86% |
05.07.2024 | 0.23% | 6.29 CHF | 6.30 CHF | 51'000 | 51'000 | 21'469 | 21'469 | 140'964 CHF | 141'248 CHF | 99.65% | 99.65% |
04.07.2024 | 0.23% | 6.84 CHF | 6.85 CHF | 15'000 | 15'000 | 13'927 | 13'927 | 94'725 CHF | 94'934 CHF | 99.00% | 99.00% |
03.07.2024 | 0.24% | 6.63 CHF | 6.64 CHF | 49'000 | 49'000 | 21'597 | 21'597 | 140'042 CHF | 140'328 CHF | 99.12% | 99.12% |
02.07.2024 | 0.25% | 6.33 CHF | 6.34 CHF | 51'000 | 51'000 | 21'772 | 21'772 | 136'348 CHF | 136'634 CHF | 98.81% | 98.81% |