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 | 1.27% | 6.02 CHF | 6.09 CHF | 21'500 | 21'500 | 21'351 | 21'351 | 131'655 CHF | 133'337 CHF | 100.00% | 100.00% |
12.07.2024 | 1.28% | 6.14 CHF | 6.22 CHF | 21'000 | 21'000 | 21'046 | 21'046 | 130'686 CHF | 132'369 CHF | 99.99% | 99.99% |
11.07.2024 | 1.14% | 6.32 CHF | 6.39 CHF | 22'300 | 22'300 | 22'446 | 22'446 | 136'573 CHF | 138'145 CHF | 99.98% | 99.98% |
10.07.2024 | 1.23% | 5.79 CHF | 5.86 CHF | 23'400 | 23'400 | 23'599 | 23'599 | 133'144 CHF | 134'795 CHF | 100.00% | 100.00% |
09.07.2024 | 1.19% | 5.59 CHF | 5.66 CHF | 24'000 | 24'000 | 23'611 | 23'611 | 138'367 CHF | 140'021 CHF | 99.73% | 99.73% |
08.07.2024 | 1.26% | 5.44 CHF | 5.51 CHF | 24'000 | 24'000 | 24'013 | 24'013 | 132'519 CHF | 134'200 CHF | 99.31% | 99.31% |
05.07.2024 | 1.26% | 5.51 CHF | 5.58 CHF | 24'500 | 24'500 | 24'540 | 24'540 | 135'149 CHF | 136'867 CHF | 99.98% | 99.98% |
04.07.2024 | 1.26% | 5.44 CHF | 5.51 CHF | 25'000 | 25'000 | 24'952 | 24'952 | 134'598 CHF | 136'312 CHF | 99.61% | 99.61% |
03.07.2024 | 1.13% | 5.28 CHF | 5.34 CHF | 26'600 | 26'600 | 26'615 | 26'615 | 141'181 CHF | 142'778 CHF | 100.00% | 100.00% |
02.07.2024 | 1.29% | 4.79 CHF | 4.85 CHF | 27'000 | 27'000 | 27'210 | 27'210 | 125'655 CHF | 127'287 CHF | 99.99% | 99.99% |