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 | 0.42% | 5.61 CHF | 5.62 CHF | 40'000 | 40'000 | 17'959 | 17'959 | 100'176 CHF | 100'500 CHF | 99.26% | 99.26% |
12.07.2024 | 0.50% | 5.56 CHF | 5.57 CHF | 40'000 | 40'000 | 18'113 | 18'113 | 100'599 CHF | 100'971 CHF | 99.39% | 99.39% |
11.07.2024 | 0.51% | 5.55 CHF | 5.56 CHF | 41'000 | 41'000 | 18'007 | 18'007 | 100'325 CHF | 100'702 CHF | 99.76% | 99.76% |
10.07.2024 | 0.42% | 5.56 CHF | 5.57 CHF | 40'000 | 40'000 | 18'429 | 18'429 | 102'151 CHF | 102'489 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 5.52 CHF | 5.53 CHF | 41'000 | 41'000 | 18'856 | 18'856 | 102'506 CHF | 102'852 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 5.41 CHF | 5.42 CHF | 41'000 | 41'000 | 18'885 | 18'885 | 101'558 CHF | 101'905 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 5.36 CHF | 5.37 CHF | 42'000 | 42'000 | 18'860 | 18'860 | 102'141 CHF | 102'489 CHF | 99.63% | 99.63% |
04.07.2024 | 0.46% | 5.49 CHF | 5.51 CHF | 17'000 | 17'000 | 13'816 | 13'816 | 75'654 CHF | 75'988 CHF | 99.83% | 99.83% |
03.07.2024 | 0.42% | 5.47 CHF | 5.48 CHF | 41'000 | 41'000 | 18'948 | 18'948 | 103'705 CHF | 104'052 CHF | 99.31% | 99.31% |
02.07.2024 | 0.44% | 5.35 CHF | 5.36 CHF | 42'000 | 42'000 | 19'047 | 19'047 | 101'469 CHF | 101'818 CHF | 100.00% | 100.00% |