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 | 0.30% | 6.72 CHF | 6.74 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 401'729 CHF | 402'926 CHF | 99.99% | 99.99% |
12.07.2024 | 0.30% | 6.68 CHF | 6.70 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 398'780 CHF | 399'985 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 6.59 CHF | 6.61 CHF | 61'000 | 61'000 | 60'946 | 60'946 | 398'579 CHF | 399'799 CHF | 99.80% | 99.80% |
10.07.2024 | 0.31% | 6.45 CHF | 6.47 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 398'094 CHF | 399'334 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 6.45 CHF | 6.47 CHF | 62'000 | 62'000 | 61'116 | 61'116 | 397'949 CHF | 399'172 CHF | 99.76% | 99.76% |
08.07.2024 | 0.31% | 6.51 CHF | 6.53 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 397'119 CHF | 398'341 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 6.37 CHF | 6.39 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 398'172 CHF | 399'411 CHF | 99.80% | 99.80% |
04.07.2024 | 0.31% | 6.42 CHF | 6.44 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 396'706 CHF | 397'946 CHF | 100.00% | 100.00% |
03.07.2024 | 0.32% | 6.31 CHF | 6.33 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 395'714 CHF | 396'975 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 6.20 CHF | 6.22 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 393'863 CHF | 395'143 CHF | 100.00% | 100.00% |