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 | 1.45% | 4.07 CHF | 4.13 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 61'757 CHF | 62'657 CHF | 100.00% | 100.00% |
12.07.2024 | 1.39% | 4.33 CHF | 4.39 CHF | 15'000 | 15'000 | 15'000 | 14'989 | 64'334 CHF | 65'184 CHF | 100.00% | 100.00% |
11.07.2024 | 1.27% | 4.83 CHF | 4.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 70'305 CHF | 71'204 CHF | 71.56% | 71.56% |
10.07.2024 | 1.29% | 4.58 CHF | 4.64 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 69'410 CHF | 70'309 CHF | 99.38% | 99.38% |
09.07.2024 | 1.19% | 4.40 CHF | 4.46 CHF | 15'000 | 15'000 | 14'997 | 14'997 | 75'088 CHF | 75'988 CHF | 100.00% | 100.00% |
08.07.2024 | 1.20% | 5.16 CHF | 5.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 74'824 CHF | 75'724 CHF | 99.99% | 99.99% |
05.07.2024 | 1.11% | 5.35 CHF | 5.41 CHF | 15'000 | 15'000 | 14'998 | 15'000 | 80'404 CHF | 81'312 CHF | 99.79% | 99.79% |
04.07.2024 | 1.14% | 5.22 CHF | 5.28 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 78'727 CHF | 79'627 CHF | 97.33% | 97.33% |
03.07.2024 | 1.08% | 5.69 CHF | 5.75 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 82'730 CHF | 83'630 CHF | 100.00% | 100.00% |
02.07.2024 | 1.26% | 5.15 CHF | 5.21 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 71'270 CHF | 72'170 CHF | 99.95% | 99.95% |