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 | 1.32% | 6.38 CHF | 6.46 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 57'658 CHF | 58'424 CHF | 100.00% | 100.00% |
12.07.2024 | 1.31% | 6.64 CHF | 6.72 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 58'185 CHF | 58'950 CHF | 100.00% | 100.00% |
11.07.2024 | 1.35% | 6.42 CHF | 6.51 CHF | 9'000 | 9'000 | 8'955 | 8'955 | 56'128 CHF | 56'885 CHF | 100.00% | 100.00% |
10.07.2024 | 1.33% | 6.27 CHF | 6.36 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 61'920 CHF | 62'751 CHF | 100.00% | 100.00% |
09.07.2024 | 1.36% | 5.90 CHF | 5.98 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 60'498 CHF | 61'327 CHF | 100.00% | 100.00% |
08.07.2024 | 1.35% | 6.24 CHF | 6.32 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 56'948 CHF | 57'722 CHF | 100.00% | 100.00% |
05.07.2024 | 1.31% | 6.41 CHF | 6.49 CHF | 9'000 | 9'000 | 8'977 | 8'977 | 58'262 CHF | 59'024 CHF | 100.00% | 100.00% |
04.07.2024 | 1.32% | 6.24 CHF | 6.32 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 62'456 CHF | 63'289 CHF | 100.00% | 100.00% |
03.07.2024 | 1.27% | 6.14 CHF | 6.22 CHF | 10'000 | 10'000 | 9'973 | 9'973 | 60'362 CHF | 61'131 CHF | 100.00% | 100.00% |
02.07.2024 | 1.33% | 5.83 CHF | 5.91 CHF | 10'000 | 10'000 | 9'978 | 9'978 | 57'779 CHF | 58'550 CHF | 100.00% | 100.00% |