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 | 0.41% | 5.66 CHF | 5.67 CHF | 40'000 | 40'000 | 17'901 | 17'901 | 100'750 CHF | 101'074 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 5.61 CHF | 5.62 CHF | 40'000 | 40'000 | 18'120 | 18'120 | 101'555 CHF | 101'926 CHF | 99.98% | 99.98% |
11.07.2024 | 0.50% | 5.60 CHF | 5.61 CHF | 41'000 | 41'000 | 18'008 | 18'008 | 101'248 CHF | 101'624 CHF | 99.76% | 99.76% |
10.07.2024 | 0.42% | 5.61 CHF | 5.62 CHF | 40'000 | 40'000 | 18'429 | 18'429 | 103'096 CHF | 103'433 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 5.57 CHF | 5.58 CHF | 41'000 | 41'000 | 18'856 | 18'856 | 103'467 CHF | 103'814 CHF | 100.00% | 100.00% |
08.07.2024 | 0.43% | 5.47 CHF | 5.48 CHF | 41'000 | 41'000 | 18'885 | 18'885 | 102'537 CHF | 102'884 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 5.41 CHF | 5.42 CHF | 42'000 | 42'000 | 18'921 | 18'921 | 103'458 CHF | 103'806 CHF | 99.90% | 99.90% |
04.07.2024 | 0.46% | 5.54 CHF | 5.56 CHF | 17'000 | 17'000 | 13'815 | 13'815 | 76'381 CHF | 76'716 CHF | 99.83% | 99.83% |
03.07.2024 | 0.42% | 5.52 CHF | 5.53 CHF | 41'000 | 41'000 | 18'911 | 18'911 | 104'491 CHF | 104'838 CHF | 99.77% | 99.77% |
02.07.2024 | 0.43% | 5.40 CHF | 5.41 CHF | 42'000 | 42'000 | 19'047 | 19'047 | 102'487 CHF | 102'835 CHF | 100.00% | 100.00% |