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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,17% | 6,02 CHF | 6,03 CHF | 110 000 | 110 000 | 109 175 | 109 175 | 658 593 CHF | 659 685 CHF | 99,98% | 99,98% |
15/07/2024 | 0,16% | 6,06 CHF | 6,07 CHF | 108 000 | 108 000 | 107 863 | 107 863 | 655 711 CHF | 656 790 CHF | 99,99% | 99,99% |
12/07/2024 | 0,17% | 6,09 CHF | 6,10 CHF | 108 000 | 108 000 | 109 344 | 109 344 | 653 632 CHF | 654 725 CHF | 100,00% | 100,00% |
11/07/2024 | 0,17% | 5,99 CHF | 6,00 CHF | 110 000 | 110 000 | 109 450 | 109 450 | 652 534 CHF | 653 630 CHF | 99,99% | 99,99% |
10/07/2024 | 0,17% | 5,94 CHF | 5,95 CHF | 110 000 | 110 000 | 109 719 | 109 719 | 649 621 CHF | 650 718 CHF | 100,00% | 100,00% |
09/07/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 112 000 | 112 000 | 109 813 | 109 813 | 655 683 CHF | 656 782 CHF | 99,99% | 99,99% |
08/07/2024 | 0,16% | 6,02 CHF | 6,03 CHF | 110 000 | 110 000 | 107 940 | 107 940 | 658 319 CHF | 659 399 CHF | 99,99% | 99,99% |
05/07/2024 | 0,16% | 6,07 CHF | 6,08 CHF | 108 000 | 108 000 | 107 700 | 107 700 | 658 837 CHF | 659 914 CHF | 99,99% | 99,99% |
04/07/2024 | 0,17% | 5,99 CHF | 6,00 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 657 223 CHF | 658 318 CHF | 100,00% | 100,00% |
03/07/2024 | 0,17% | 6,01 CHF | 6,02 CHF | 110 000 | 110 000 | 109 547 | 109 547 | 654 809 CHF | 655 904 CHF | 100,00% | 100,00% |