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% | 6.50 CHF | 6.52 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 388'905 CHF | 390'102 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 6.46 CHF | 6.48 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 385'795 CHF | 387'000 CHF | 100.00% | 100.00% |
11.07.2024 | 0.32% | 6.37 CHF | 6.39 CHF | 61'000 | 61'000 | 60'946 | 60'946 | 385'528 CHF | 386'748 CHF | 99.81% | 99.81% |
10.07.2024 | 0.32% | 6.24 CHF | 6.26 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 384'814 CHF | 386'054 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 6.23 CHF | 6.25 CHF | 62'000 | 62'000 | 61'123 | 61'123 | 384'865 CHF | 386'087 CHF | 99.73% | 99.73% |
08.07.2024 | 0.32% | 6.29 CHF | 6.31 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 383'964 CHF | 385'186 CHF | 99.99% | 99.99% |
05.07.2024 | 0.32% | 6.16 CHF | 6.18 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 384'920 CHF | 386'159 CHF | 99.81% | 99.81% |
04.07.2024 | 0.32% | 6.20 CHF | 6.22 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 383'344 CHF | 384'584 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 6.10 CHF | 6.12 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 382'220 CHF | 383'481 CHF | 100.00% | 100.00% |
02.07.2024 | 0.34% | 5.99 CHF | 6.01 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 380'149 CHF | 381'428 CHF | 100.00% | 100.00% |