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 | 0.52% | 5.59 CHF | 5.60 CHF | 35'000 | 35'000 | 14'193 | 14'193 | 78'016 CHF | 78'303 CHF | 98.34% | 98.34% |
12.07.2024 | 0.43% | 5.48 CHF | 5.49 CHF | 35'000 | 35'000 | 15'828 | 15'828 | 86'466 CHF | 86'753 CHF | 99.58% | 99.58% |
11.07.2024 | 0.43% | 5.47 CHF | 5.48 CHF | 35'000 | 35'000 | 15'780 | 15'780 | 85'829 CHF | 86'116 CHF | 100.00% | 100.00% |
10.07.2024 | 0.44% | 5.37 CHF | 5.38 CHF | 35'000 | 35'000 | 16'047 | 16'047 | 85'689 CHF | 85'981 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 5.23 CHF | 5.24 CHF | 36'000 | 36'000 | 16'248 | 16'248 | 84'394 CHF | 84'689 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 5.32 CHF | 5.33 CHF | 36'000 | 36'000 | 16'258 | 16'258 | 85'295 CHF | 85'590 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 5.14 CHF | 5.15 CHF | 36'000 | 36'000 | 16'188 | 16'188 | 84'472 CHF | 84'766 CHF | 99.62% | 99.62% |
04.07.2024 | 0.48% | 5.32 CHF | 5.34 CHF | 15'000 | 15'000 | 11'813 | 11'813 | 62'579 CHF | 62'863 CHF | 99.60% | 99.60% |
03.07.2024 | 0.44% | 5.27 CHF | 5.28 CHF | 36'000 | 36'000 | 16'248 | 16'248 | 85'423 CHF | 85'718 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 5.17 CHF | 5.18 CHF | 36'000 | 36'000 | 16'257 | 16'257 | 84'063 CHF | 84'357 CHF | 100.00% | 100.00% |