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 | 0.34% | 5.92 CHF | 5.94 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 353'895 CHF | 355'092 CHF | 99.99% | 99.99% |
12.07.2024 | 0.34% | 5.88 CHF | 5.90 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 350'498 CHF | 351'703 CHF | 99.99% | 99.99% |
11.07.2024 | 0.35% | 5.79 CHF | 5.81 CHF | 61'000 | 61'000 | 60'943 | 60'943 | 349'634 CHF | 350'854 CHF | 99.82% | 99.82% |
10.07.2024 | 0.36% | 5.65 CHF | 5.67 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 348'174 CHF | 349'414 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 5.64 CHF | 5.66 CHF | 62'000 | 62'000 | 61'122 | 61'122 | 348'925 CHF | 350'148 CHF | 99.73% | 99.73% |
08.07.2024 | 0.35% | 5.70 CHF | 5.72 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 347'991 CHF | 349'214 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 5.56 CHF | 5.58 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 348'366 CHF | 349'605 CHF | 99.81% | 99.81% |
04.07.2024 | 0.36% | 5.61 CHF | 5.63 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 346'745 CHF | 347'985 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 5.51 CHF | 5.53 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 344'804 CHF | 346'065 CHF | 100.00% | 100.00% |
02.07.2024 | 0.37% | 5.39 CHF | 5.41 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 342'055 CHF | 343'335 CHF | 100.00% | 100.00% |