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 | 0.38% | 5.16 CHF | 5.18 CHF | 18'800 | 18'800 | 18'310 | 18'310 | 95'764 CHF | 96'130 CHF | 99.99% | 99.99% |
12.07.2024 | 0.37% | 5.57 CHF | 5.59 CHF | 19'600 | 19'600 | 19'090 | 19'090 | 104'082 CHF | 104'464 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 5.15 CHF | 5.17 CHF | 19'000 | 19'000 | 18'505 | 18'505 | 99'454 CHF | 99'824 CHF | 99.98% | 99.98% |
10.07.2024 | 0.38% | 5.35 CHF | 5.37 CHF | 18'900 | 18'900 | 18'407 | 18'407 | 96'377 CHF | 96'745 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 5.39 CHF | 5.41 CHF | 19'100 | 19'100 | 18'602 | 18'602 | 101'793 CHF | 102'165 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 5.35 CHF | 5.37 CHF | 17'800 | 17'800 | 17'336 | 17'336 | 95'055 CHF | 95'401 CHF | 100.00% | 100.00% |
05.07.2024 | 0.34% | 5.75 CHF | 5.77 CHF | 17'000 | 17'000 | 16'556 | 16'556 | 96'158 CHF | 96'489 CHF | 99.81% | 99.81% |
04.07.2024 | 0.33% | 6.16 CHF | 6.18 CHF | 17'300 | 17'300 | 16'847 | 16'847 | 102'504 CHF | 102'841 CHF | 99.49% | 99.49% |
03.07.2024 | 0.35% | 6.07 CHF | 6.09 CHF | 19'000 | 19'000 | 18'502 | 18'502 | 106'778 CHF | 107'149 CHF | 99.35% | 99.35% |
02.07.2024 | 0.38% | 5.30 CHF | 5.32 CHF | 18'500 | 18'500 | 18'283 | 18'283 | 96'428 CHF | 96'794 CHF | 99.99% | 99.99% |