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 | 0.17% | 5.99 CHF | 6.00 CHF | 15'720 | 15'720 | 15'558 | 15'558 | 93'010 CHF | 93'166 CHF | 99.98% | 99.98% |
12.07.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 15'880 | 15'880 | 15'798 | 15'798 | 88'061 CHF | 88'219 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 16'050 | 16'050 | 15'935 | 15'935 | 84'914 CHF | 85'073 CHF | 99.52% | 99.52% |
10.07.2024 | 0.21% | 5.13 CHF | 5.14 CHF | 16'210 | 16'210 | 16'216 | 16'216 | 78'620 CHF | 78'782 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.64 CHF | 4.65 CHF | 16'490 | 16'490 | 16'304 | 16'304 | 76'782 CHF | 76'945 CHF | 99.61% | 99.61% |
08.07.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 16'590 | 16'590 | 16'414 | 16'414 | 74'402 CHF | 74'567 CHF | 99.97% | 99.97% |
05.07.2024 | 0.21% | 4.54 CHF | 4.55 CHF | 16'590 | 16'590 | 16'326 | 16'326 | 76'944 CHF | 77'107 CHF | 99.89% | 99.89% |
04.07.2024 | 0.23% | 4.53 CHF | 4.54 CHF | 16'620 | 16'620 | 16'538 | 16'538 | 72'836 CHF | 73'002 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 16'420 | 16'420 | 16'198 | 16'198 | 79'471 CHF | 79'633 CHF | 99.91% | 99.91% |
02.07.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 16'210 | 16'210 | 16'098 | 16'098 | 80'387 CHF | 80'548 CHF | 99.33% | 99.33% |