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 | 0.53% | 6.34 CHF | 6.35 CHF | 10'000 | 10'000 | 10'000 | 5'913 | 62'805 CHF | 37'367 CHF | 88.07% | 88.07% |
12.07.2024 | 0.56% | 6.24 CHF | 6.25 CHF | 10'000 | 10'000 | 10'000 | 5'828 | 60'198 CHF | 35'399 CHF | 97.95% | 97.95% |
11.07.2024 | 0.56% | 6.16 CHF | 6.17 CHF | 10'000 | 10'000 | 10'000 | 5'812 | 60'982 CHF | 35'693 CHF | 99.06% | 99.06% |
10.07.2024 | 0.56% | 5.59 CHF | 5.60 CHF | 10'000 | 10'000 | 10'000 | 5'808 | 60'503 CHF | 34'898 CHF | 99.47% | 99.47% |
09.07.2024 | 0.52% | 6.11 CHF | 6.12 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 65'266 CHF | 37'678 CHF | 99.43% | 99.43% |
08.07.2024 | 0.27% | 6.76 CHF | 6.77 CHF | 10'000 | 10'000 | 10'000 | 5'851 | 69'570 CHF | 40'647 CHF | 94.51% | 94.51% |
05.07.2024 | 0.27% | 7.27 CHF | 7.28 CHF | 10'000 | 10'000 | 10'000 | 5'827 | 69'865 CHF | 41'093 CHF | 98.11% | 98.11% |
04.07.2024 | 0.27% | 6.86 CHF | 6.87 CHF | 10'000 | 10'000 | 10'000 | 5'814 | 68'489 CHF | 39'906 CHF | 99.16% | 99.16% |
03.07.2024 | 0.29% | 6.89 CHF | 6.90 CHF | 10'000 | 10'000 | 10'000 | 5'816 | 65'829 CHF | 38'640 CHF | 99.41% | 99.41% |
02.07.2024 | 0.29% | 6.44 CHF | 6.45 CHF | 10'000 | 10'000 | 10'000 | 5'821 | 63'870 CHF | 37'308 CHF | 98.27% | 98.27% |