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 | 0.46% | 5.03 CHF | 5.04 CHF | 76'000 | 76'000 | 34'226 | 34'226 | 171'655 CHF | 172'274 CHF | 99.59% | 99.59% |
12.07.2024 | 0.47% | 4.98 CHF | 4.99 CHF | 77'000 | 77'000 | 35'038 | 35'038 | 173'317 CHF | 173'954 CHF | 99.15% | 99.15% |
11.07.2024 | 0.48% | 4.86 CHF | 4.87 CHF | 78'000 | 78'000 | 35'101 | 35'101 | 170'977 CHF | 171'616 CHF | 99.98% | 99.98% |
10.07.2024 | 0.47% | 4.87 CHF | 4.88 CHF | 77'000 | 77'000 | 34'275 | 34'275 | 169'906 CHF | 170'527 CHF | 99.09% | 99.09% |
09.07.2024 | 0.45% | 5.08 CHF | 5.09 CHF | 75'000 | 75'000 | 33'812 | 33'812 | 172'631 CHF | 173'244 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 5.12 CHF | 5.13 CHF | 75'000 | 75'000 | 33'667 | 33'667 | 173'504 CHF | 174'115 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 5.15 CHF | 5.16 CHF | 75'000 | 75'000 | 33'679 | 33'679 | 173'129 CHF | 173'741 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 5.15 CHF | 5.17 CHF | 30'000 | 30'000 | 24'153 | 24'153 | 124'212 CHF | 124'796 CHF | 100.00% | 100.00% |
03.07.2024 | 0.45% | 5.16 CHF | 5.17 CHF | 75'000 | 75'000 | 33'697 | 33'697 | 173'096 CHF | 173'707 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 5.04 CHF | 5.05 CHF | 76'000 | 76'000 | 34'140 | 34'140 | 170'319 CHF | 170'937 CHF | 99.99% | 99.99% |