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 | 0.31% | 6.46 CHF | 6.48 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 386'402 CHF | 387'598 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 6.42 CHF | 6.44 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 383'335 CHF | 384'540 CHF | 100.00% | 100.00% |
11.07.2024 | 0.32% | 6.33 CHF | 6.35 CHF | 61'000 | 61'000 | 60'947 | 60'947 | 382'963 CHF | 384'183 CHF | 99.83% | 99.83% |
10.07.2024 | 0.32% | 6.20 CHF | 6.22 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 382'282 CHF | 383'522 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 6.19 CHF | 6.21 CHF | 62'000 | 62'000 | 61'116 | 61'116 | 382'328 CHF | 383'550 CHF | 99.77% | 99.77% |
08.07.2024 | 0.32% | 6.25 CHF | 6.27 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 381'453 CHF | 382'675 CHF | 99.99% | 99.99% |
05.07.2024 | 0.32% | 6.11 CHF | 6.13 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 382'360 CHF | 383'598 CHF | 99.81% | 99.81% |
04.07.2024 | 0.33% | 6.16 CHF | 6.18 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 380'819 CHF | 382'059 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 6.06 CHF | 6.08 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 379'563 CHF | 380'824 CHF | 100.00% | 100.00% |
02.07.2024 | 0.34% | 5.95 CHF | 5.97 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 377'519 CHF | 378'799 CHF | 100.00% | 100.00% |