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 | 1.46% | 6.03 CHF | 6.07 CHF | 10'000 | 10'000 | 10'000 | 7'772 | 59'314 CHF | 46'805 CHF | 99.33% | 99.33% |
12.07.2024 | 1.46% | 6.21 CHF | 6.26 CHF | 10'000 | 10'000 | 10'000 | 7'771 | 62'745 CHF | 49'394 CHF | 99.64% | 99.64% |
11.07.2024 | 1.42% | 6.53 CHF | 6.58 CHF | 10'000 | 10'000 | 10'000 | 7'788 | 63'621 CHF | 50'299 CHF | 93.12% | 93.12% |
10.07.2024 | 1.34% | 6.56 CHF | 6.60 CHF | 10'000 | 10'000 | 10'000 | 7'837 | 64'182 CHF | 51'115 CHF | 80.03% | 80.03% |
09.07.2024 | 1.42% | 6.26 CHF | 6.31 CHF | 10'000 | 10'000 | 10'000 | 7'771 | 60'374 CHF | 47'635 CHF | 99.61% | 99.61% |
08.07.2024 | 1.40% | 5.87 CHF | 5.91 CHF | 20'000 | 20'000 | 12'137 | 10'171 | 69'271 CHF | 58'825 CHF | 99.62% | 99.62% |
05.07.2024 | 1.41% | 5.73 CHF | 5.78 CHF | 20'000 | 20'000 | 12'175 | 9'954 | 70'281 CHF | 58'204 CHF | 98.32% | 98.32% |
04.07.2024 | 1.37% | 5.79 CHF | 5.83 CHF | 20'000 | 20'000 | 12'424 | 10'264 | 72'196 CHF | 60'356 CHF | 88.23% | 88.23% |
03.07.2024 | 1.40% | 5.84 CHF | 5.88 CHF | 20'000 | 20'000 | 12'147 | 9'922 | 71'334 CHF | 58'947 CHF | 99.63% | 99.63% |
02.07.2024 | 1.41% | 6.25 CHF | 6.30 CHF | 10'000 | 10'000 | 10'000 | 7'770 | 64'229 CHF | 50'514 CHF | 99.63% | 99.63% |