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% | 5.12 CHF | 5.13 CHF | 76'000 | 76'000 | 34'162 | 34'162 | 174'448 CHF | 175'067 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 5.07 CHF | 5.08 CHF | 77'000 | 77'000 | 34'910 | 34'910 | 175'871 CHF | 176'508 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 4.95 CHF | 4.96 CHF | 78'000 | 78'000 | 35'106 | 35'106 | 174'218 CHF | 174'857 CHF | 99.99% | 99.99% |
10.07.2024 | 0.46% | 4.97 CHF | 4.98 CHF | 77'000 | 77'000 | 34'137 | 34'137 | 172'350 CHF | 172'970 CHF | 99.74% | 99.74% |
09.07.2024 | 0.45% | 5.17 CHF | 5.18 CHF | 75'000 | 75'000 | 33'811 | 33'811 | 175'703 CHF | 176'316 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 5.21 CHF | 5.22 CHF | 75'000 | 75'000 | 33'677 | 33'677 | 176'619 CHF | 177'230 CHF | 99.72% | 99.72% |
05.07.2024 | 0.44% | 5.24 CHF | 5.25 CHF | 75'000 | 75'000 | 33'678 | 33'678 | 176'196 CHF | 176'808 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 5.24 CHF | 5.26 CHF | 30'000 | 30'000 | 24'153 | 24'153 | 126'415 CHF | 126'999 CHF | 100.00% | 100.00% |
03.07.2024 | 0.45% | 5.25 CHF | 5.26 CHF | 75'000 | 75'000 | 33'697 | 33'697 | 176'169 CHF | 176'781 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 5.13 CHF | 5.14 CHF | 76'000 | 76'000 | 34'143 | 34'143 | 173'461 CHF | 174'080 CHF | 100.00% | 100.00% |