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 | 0.37% | 5.36 CHF | 5.38 CHF | 21'000 | 21'000 | 20'929 | 20'929 | 112'237 CHF | 112'656 CHF | 98.92% | 98.92% |
12.07.2024 | 0.37% | 5.38 CHF | 5.40 CHF | 21'500 | 21'500 | 22'109 | 22'109 | 119'154 CHF | 119'596 CHF | 98.65% | 98.65% |
11.07.2024 | 0.37% | 5.40 CHF | 5.42 CHF | 22'500 | 22'500 | 22'584 | 22'584 | 122'014 CHF | 122'466 CHF | 98.72% | 98.72% |
10.07.2024 | 0.37% | 5.39 CHF | 5.41 CHF | 22'000 | 22'000 | 22'481 | 22'481 | 121'426 CHF | 121'876 CHF | 98.95% | 98.95% |
09.07.2024 | 0.37% | 5.41 CHF | 5.43 CHF | 23'000 | 23'000 | 22'376 | 22'376 | 120'994 CHF | 121'442 CHF | 90.42% | 100.00% |
08.07.2024 | 0.37% | 5.41 CHF | 5.43 CHF | 23'000 | 23'000 | 22'279 | 22'279 | 120'390 CHF | 120'836 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 5.40 CHF | 5.42 CHF | 22'500 | 22'500 | 22'713 | 22'713 | 122'906 CHF | 123'360 CHF | 100.00% | 100.00% |
04.07.2024 | 0.37% | 5.42 CHF | 5.44 CHF | 23'500 | 23'500 | 22'946 | 22'946 | 124'295 CHF | 124'755 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 5.41 CHF | 5.43 CHF | 23'000 | 23'000 | 22'055 | 22'055 | 119'076 CHF | 119'517 CHF | 98.70% | 98.70% |
02.07.2024 | 0.37% | 5.38 CHF | 5.40 CHF | 21'000 | 21'000 | 21'092 | 21'092 | 113'534 CHF | 113'957 CHF | 100.00% | 100.00% |