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% | 6.06 CHF | 6.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 451'290 CHF | 452'040 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 6.08 CHF | 6.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 447'152 CHF | 447'902 CHF | 100.00% | 100.00% |
11.07.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 75'000 | 75'000 | 74'948 | 74'948 | 479'121 CHF | 479'871 CHF | 99.99% | 99.99% |
10.07.2024 | 0.16% | 6.47 CHF | 6.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 478'158 CHF | 478'908 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 6.04 CHF | 6.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 453'954 CHF | 454'704 CHF | 99.97% | 99.97% |
08.07.2024 | 0.17% | 5.75 CHF | 5.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 429'926 CHF | 430'676 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.76 CHF | 5.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 429'579 CHF | 430'329 CHF | 99.92% | 99.92% |
04.07.2024 | 0.17% | 5.72 CHF | 5.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 428'956 CHF | 429'706 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 415'867 CHF | 416'617 CHF | 100.00% | 100.00% |
02.07.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 389'766 CHF | 390'516 CHF | 100.00% | 100.00% |