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 | 0.56% | 5.34 CHF | 5.37 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 160'962 CHF | 161'854 CHF | 100.00% | 100.00% |
12.07.2024 | 0.57% | 5.31 CHF | 5.34 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 158'177 CHF | 159'069 CHF | 100.00% | 100.00% |
11.07.2024 | 0.56% | 5.36 CHF | 5.39 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 160'233 CHF | 161'125 CHF | 100.00% | 100.00% |
10.07.2024 | 0.54% | 5.55 CHF | 5.58 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 165'508 CHF | 166'400 CHF | 100.00% | 100.00% |
09.07.2024 | 0.54% | 5.56 CHF | 5.59 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 166'463 CHF | 167'356 CHF | 100.00% | 100.00% |
08.07.2024 | 0.54% | 5.57 CHF | 5.60 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 165'849 CHF | 166'742 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 5.54 CHF | 5.57 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 164'032 CHF | 164'925 CHF | 100.00% | 100.00% |
04.07.2024 | 0.54% | 5.55 CHF | 5.58 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 164'925 CHF | 165'818 CHF | 100.00% | 100.00% |
03.07.2024 | 0.56% | 5.44 CHF | 5.47 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 159'823 CHF | 160'715 CHF | 99.86% | 99.86% |
02.07.2024 | 0.59% | 5.19 CHF | 5.22 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 152'082 CHF | 152'974 CHF | 100.00% | 100.00% |