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 | 1.55% | 6.33 CHF | 6.43 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 128'160 CHF | 130'160 CHF | 99.51% | 99.51% |
12.07.2024 | 1.63% | 6.47 CHF | 6.57 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 121'654 CHF | 123'654 CHF | 99.57% | 99.57% |
11.07.2024 | 1.64% | 6.17 CHF | 6.27 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 120'963 CHF | 122'963 CHF | 99.19% | 99.19% |
10.07.2024 | 1.67% | 5.97 CHF | 6.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 118'783 CHF | 120'783 CHF | 99.47% | 99.47% |
09.07.2024 | 1.62% | 5.79 CHF | 5.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 122'638 CHF | 124'638 CHF | 99.46% | 99.46% |
08.07.2024 | 1.50% | 6.31 CHF | 6.41 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 131'949 CHF | 133'949 CHF | 99.53% | 99.53% |
05.07.2024 | 1.50% | 6.49 CHF | 6.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 132'683 CHF | 134'683 CHF | 98.48% | 98.48% |
04.07.2024 | 1.59% | 6.20 CHF | 6.30 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 124'681 CHF | 126'681 CHF | 98.67% | 98.67% |
03.07.2024 | 1.61% | 6.26 CHF | 6.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 123'403 CHF | 125'403 CHF | 99.33% | 99.33% |
02.07.2024 | 1.71% | 5.88 CHF | 5.98 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 116'230 CHF | 118'230 CHF | 99.39% | 99.39% |