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 | 0.55% | 6.00 CHF | 6.01 CHF | 10'000 | 10'000 | 10'000 | 5'907 | 60'372 CHF | 35'798 CHF | 88.31% | 88.31% |
12.07.2024 | 0.54% | 6.11 CHF | 6.12 CHF | 10'000 | 10'000 | 10'000 | 5'819 | 63'192 CHF | 36'808 CHF | 98.68% | 98.68% |
11.07.2024 | 0.54% | 6.18 CHF | 6.19 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 62'629 CHF | 36'394 CHF | 99.08% | 99.08% |
10.07.2024 | 0.55% | 6.84 CHF | 6.85 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 63'341 CHF | 37'397 CHF | 99.63% | 99.63% |
09.07.2024 | 0.58% | 6.30 CHF | 6.31 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 58'636 CHF | 34'624 CHF | 99.62% | 99.62% |
08.07.2024 | 0.35% | 5.66 CHF | 5.67 CHF | 10'000 | 10'000 | 10'000 | 5'848 | 54'402 CHF | 32'087 CHF | 94.50% | 94.50% |