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% | 5.85 CHF | 5.87 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 349'612 CHF | 350'809 CHF | 99.99% | 99.99% |
12.07.2024 | 0.35% | 5.81 CHF | 5.83 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 346'239 CHF | 347'444 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 5.72 CHF | 5.74 CHF | 61'000 | 61'000 | 60'943 | 60'943 | 345'367 CHF | 346'587 CHF | 99.81% | 99.81% |
10.07.2024 | 0.36% | 5.58 CHF | 5.60 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 343'894 CHF | 345'134 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 5.57 CHF | 5.59 CHF | 62'000 | 62'000 | 61'116 | 61'116 | 344'626 CHF | 345'848 CHF | 99.77% | 99.77% |
08.07.2024 | 0.36% | 5.63 CHF | 5.65 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 343'734 CHF | 344'956 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 5.50 CHF | 5.52 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 344'102 CHF | 345'340 CHF | 99.80% | 99.80% |
04.07.2024 | 0.36% | 5.54 CHF | 5.56 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 342'460 CHF | 343'700 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 5.44 CHF | 5.46 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 340'559 CHF | 341'820 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 5.33 CHF | 5.35 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 337'792 CHF | 339'072 CHF | 100.00% | 100.00% |