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 | 0.69% | 5.73 CHF | 5.77 CHF | 49'000 | 49'000 | 48'256 | 48'256 | 279'537 CHF | 281'467 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 5.78 CHF | 5.82 CHF | 48'000 | 48'000 | 48'231 | 48'231 | 280'296 CHF | 282'226 CHF | 100.00% | 100.00% |
11.07.2024 | 0.69% | 5.86 CHF | 5.90 CHF | 48'000 | 48'000 | 48'689 | 48'689 | 280'026 CHF | 281'975 CHF | 99.99% | 99.99% |
10.07.2024 | 0.72% | 5.62 CHF | 5.66 CHF | 49'000 | 49'000 | 49'663 | 49'663 | 275'878 CHF | 277'865 CHF | 100.00% | 100.00% |
09.07.2024 | 0.71% | 5.53 CHF | 5.57 CHF | 50'000 | 50'000 | 49'015 | 49'015 | 277'249 CHF | 279'211 CHF | 99.76% | 99.76% |
08.07.2024 | 0.72% | 5.47 CHF | 5.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 274'987 CHF | 276'987 CHF | 99.29% | 99.29% |
05.07.2024 | 0.73% | 5.50 CHF | 5.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 274'783 CHF | 276'783 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 5.47 CHF | 5.51 CHF | 50'000 | 50'000 | 50'021 | 50'021 | 272'348 CHF | 274'263 CHF | 99.63% | 99.63% |
03.07.2024 | 0.62% | 5.40 CHF | 5.43 CHF | 50'000 | 50'000 | 50'348 | 50'348 | 272'140 CHF | 273'836 CHF | 100.00% | 100.00% |
02.07.2024 | 0.59% | 5.15 CHF | 5.18 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 263'332 CHF | 264'892 CHF | 100.00% | 100.00% |