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 | 0.44% | 5.36 CHF | 5.37 CHF | 40'000 | 40'000 | 17'959 | 17'959 | 95'760 CHF | 96'085 CHF | 99.26% | 99.26% |
12.07.2024 | 0.52% | 5.31 CHF | 5.32 CHF | 40'000 | 40'000 | 18'118 | 18'118 | 96'179 CHF | 96'551 CHF | 99.40% | 99.40% |
11.07.2024 | 0.53% | 5.30 CHF | 5.31 CHF | 41'000 | 41'000 | 18'006 | 18'006 | 95'896 CHF | 96'273 CHF | 99.75% | 99.75% |
10.07.2024 | 0.44% | 5.31 CHF | 5.32 CHF | 40'000 | 40'000 | 18'429 | 18'429 | 97'617 CHF | 97'955 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 5.28 CHF | 5.29 CHF | 41'000 | 41'000 | 18'856 | 18'856 | 97'829 CHF | 98'175 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 5.17 CHF | 5.18 CHF | 41'000 | 41'000 | 18'885 | 18'885 | 96'910 CHF | 97'257 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 5.12 CHF | 5.13 CHF | 42'000 | 42'000 | 18'861 | 18'861 | 97'518 CHF | 97'865 CHF | 99.63% | 99.63% |
04.07.2024 | 0.48% | 5.24 CHF | 5.26 CHF | 17'000 | 17'000 | 13'815 | 13'815 | 72'248 CHF | 72'583 CHF | 99.83% | 99.83% |
03.07.2024 | 0.44% | 5.22 CHF | 5.23 CHF | 41'000 | 41'000 | 18'948 | 18'948 | 99'035 CHF | 99'382 CHF | 99.31% | 99.31% |
02.07.2024 | 0.46% | 5.10 CHF | 5.11 CHF | 42'000 | 42'000 | 19'045 | 19'045 | 96'797 CHF | 97'146 CHF | 99.99% | 99.99% |