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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.48% | 6.44 CHF | 6.47 CHF | 21'500 | 21'500 | 21'744 | 21'744 | 136'147 CHF | 136'799 CHF | 99.99% | 99.99% |
11.07.2024 | 0.50% | 6.09 CHF | 6.12 CHF | 22'200 | 22'200 | 22'215 | 22'215 | 133'075 CHF | 133'742 CHF | 99.80% | 99.80% |
10.07.2024 | 0.52% | 5.92 CHF | 5.95 CHF | 23'100 | 23'100 | 23'397 | 23'397 | 135'827 CHF | 136'528 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 5.77 CHF | 5.80 CHF | 23'000 | 23'000 | 22'795 | 22'795 | 134'994 CHF | 135'678 CHF | 99.74% | 99.74% |
08.07.2024 | 0.51% | 5.78 CHF | 5.81 CHF | 23'300 | 23'300 | 23'221 | 23'221 | 135'341 CHF | 136'037 CHF | 99.99% | 99.99% |
05.07.2024 | 0.51% | 5.68 CHF | 5.71 CHF | 22'800 | 22'800 | 22'767 | 22'767 | 132'884 CHF | 133'567 CHF | 99.81% | 99.81% |
04.07.2024 | 0.51% | 5.89 CHF | 5.92 CHF | 23'300 | 23'300 | 23'212 | 23'212 | 136'250 CHF | 136'947 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 5.80 CHF | 5.83 CHF | 23'400 | 23'400 | 23'400 | 23'400 | 133'272 CHF | 133'974 CHF | 100.00% | 100.00% |
02.07.2024 | 0.55% | 5.70 CHF | 5.73 CHF | 24'200 | 24'200 | 24'381 | 24'381 | 133'426 CHF | 134'157 CHF | 100.00% | 100.00% |
01.07.2024 | 0.54% | 5.48 CHF | 5.51 CHF | 24'600 | 24'600 | 24'338 | 24'338 | 136'009 CHF | 136'739 CHF | 89.22% | 89.22% |