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 | 0,25% | 6,08 CHF | 6,09 CHF | 52 000 | 52 000 | 22 068 | 22 068 | 135 296 CHF | 135 587 CHF | 99,89% | 99,89% |
15/07/2024 | 0,24% | 6,50 CHF | 6,51 CHF | 50 000 | 50 000 | 21 477 | 21 477 | 139 886 CHF | 140 170 CHF | 99,37% | 99,37% |
12/07/2024 | 0,25% | 6,48 CHF | 6,49 CHF | 50 000 | 50 000 | 21 779 | 21 779 | 137 029 CHF | 137 317 CHF | 100,00% | 100,00% |
11/07/2024 | 0,23% | 6,34 CHF | 6,35 CHF | 51 000 | 51 000 | 21 430 | 21 430 | 141 141 CHF | 141 425 CHF | 99,98% | 99,98% |
10/07/2024 | 0,24% | 6,61 CHF | 6,62 CHF | 50 000 | 50 000 | 21 367 | 21 367 | 138 461 CHF | 138 744 CHF | 100,00% | 100,00% |
09/07/2024 | 0,24% | 6,41 CHF | 6,42 CHF | 50 000 | 50 000 | 21 642 | 21 642 | 139 001 CHF | 139 287 CHF | 99,95% | 99,95% |
08/07/2024 | 0,25% | 6,37 CHF | 6,38 CHF | 51 000 | 51 000 | 21 858 | 21 858 | 138 456 CHF | 138 743 CHF | 99,86% | 99,86% |
05/07/2024 | 0,23% | 6,29 CHF | 6,30 CHF | 51 000 | 51 000 | 21 469 | 21 469 | 140 964 CHF | 141 248 CHF | 99,65% | 99,65% |
04/07/2024 | 0,23% | 6,84 CHF | 6,85 CHF | 15 000 | 15 000 | 13 927 | 13 927 | 94 725 CHF | 94 934 CHF | 99,00% | 99,00% |
03/07/2024 | 0,24% | 6,63 CHF | 6,64 CHF | 49 000 | 49 000 | 21 597 | 21 597 | 140 042 CHF | 140 328 CHF | 99,12% | 99,12% |