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 | 0.39% | 5.11 CHF | 5.13 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 305'618 CHF | 306'814 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 5.07 CHF | 5.09 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 302'004 CHF | 303'208 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 4.98 CHF | 5.00 CHF | 61'000 | 61'000 | 60'944 | 60'944 | 300'738 CHF | 301'958 CHF | 99.82% | 99.82% |
10.07.2024 | 0.41% | 4.85 CHF | 4.87 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 298'582 CHF | 299'822 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 4.84 CHF | 4.86 CHF | 62'000 | 62'000 | 61'115 | 61'115 | 299'869 CHF | 301'092 CHF | 99.77% | 99.77% |
08.07.2024 | 0.41% | 4.90 CHF | 4.92 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 299'000 CHF | 300'223 CHF | 99.99% | 99.99% |
05.07.2024 | 0.41% | 4.77 CHF | 4.79 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 298'817 CHF | 300'056 CHF | 99.80% | 99.80% |
04.07.2024 | 0.42% | 4.81 CHF | 4.83 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 297'234 CHF | 298'474 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 4.71 CHF | 4.73 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 294'583 CHF | 295'844 CHF | 100.00% | 100.00% |
02.07.2024 | 0.44% | 4.60 CHF | 4.62 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 291'264 CHF | 292'544 CHF | 99.99% | 99.99% |