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 | 3.04% | 5.88 CHF | 5.97 CHF | 50'000 | 50'000 | 29'825 | 29'825 | 167'004 CHF | 171'626 CHF | 99.38% | 99.38% |
12.07.2024 | 2.95% | 5.66 CHF | 5.75 CHF | 50'000 | 50'000 | 30'067 | 30'067 | 169'531 CHF | 174'129 CHF | 97.14% | 97.14% |
11.07.2024 | 2.79% | 5.76 CHF | 5.85 CHF | 50'000 | 50'000 | 29'900 | 29'900 | 178'629 CHF | 183'255 CHF | 98.05% | 98.05% |
10.07.2024 | 2.71% | 6.09 CHF | 6.18 CHF | 50'000 | 50'000 | 29'814 | 29'814 | 185'397 CHF | 190'026 CHF | 99.61% | 99.61% |
09.07.2024 | 2.69% | 6.42 CHF | 6.51 CHF | 50'000 | 50'000 | 29'812 | 29'812 | 187'696 CHF | 192'314 CHF | 99.66% | 99.66% |
08.07.2024 | 2.69% | 6.29 CHF | 6.38 CHF | 50'000 | 50'000 | 29'810 | 29'810 | 186'930 CHF | 191'545 CHF | 99.65% | 99.65% |
05.07.2024 | 3.01% | 6.42 CHF | 6.51 CHF | 50'000 | 50'000 | 29'906 | 29'906 | 185'893 CHF | 190'955 CHF | 98.35% | 98.35% |
04.07.2024 | 3.72% | 6.21 CHF | 6.30 CHF | 50'000 | 50'000 | 29'875 | 29'875 | 183'421 CHF | 189'574 CHF | 98.92% | 98.92% |
03.07.2024 | 3.57% | 6.19 CHF | 6.28 CHF | 50'000 | 50'000 | 29'842 | 29'842 | 183'203 CHF | 189'166 CHF | 99.67% | 99.67% |
02.07.2024 | 0.35% | 6.24 CHF | 6.26 CHF | 50'000 | 50'000 | 29'806 | 29'806 | 181'948 CHF | 182'565 CHF | 99.67% | 99.67% |