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 | 0.36% | 5.54 CHF | 5.56 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 331'526 CHF | 332'722 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 5.50 CHF | 5.52 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 328'096 CHF | 329'301 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 5.41 CHF | 5.43 CHF | 61'000 | 61'000 | 60'943 | 60'943 | 327'072 CHF | 328'292 CHF | 99.81% | 99.81% |
10.07.2024 | 0.38% | 5.28 CHF | 5.30 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 325'416 CHF | 326'656 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 5.28 CHF | 5.30 CHF | 62'000 | 62'000 | 61'122 | 61'122 | 326'331 CHF | 327'553 CHF | 99.73% | 99.73% |
08.07.2024 | 0.37% | 5.33 CHF | 5.35 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 325'408 CHF | 326'630 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 5.20 CHF | 5.22 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 325'635 CHF | 326'874 CHF | 99.79% | 99.79% |
04.07.2024 | 0.38% | 5.24 CHF | 5.26 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 324'026 CHF | 325'266 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 5.14 CHF | 5.16 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 321'824 CHF | 323'086 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 5.03 CHF | 5.05 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 318'919 CHF | 320'199 CHF | 99.99% | 99.99% |