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 | 0.38% | 5.21 CHF | 5.23 CHF | 48'000 | 48'000 | 47'639 | 47'639 | 252'546 CHF | 253'499 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 5.33 CHF | 5.35 CHF | 47'400 | 47'400 | 47'340 | 47'340 | 253'760 CHF | 254'707 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 5.53 CHF | 5.55 CHF | 47'300 | 47'300 | 46'282 | 46'282 | 252'267 CHF | 253'193 CHF | 99.99% | 99.99% |
10.07.2024 | 0.36% | 5.45 CHF | 5.47 CHF | 45'600 | 45'600 | 45'181 | 45'181 | 252'033 CHF | 252'937 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 5.68 CHF | 5.70 CHF | 44'900 | 44'900 | 44'702 | 44'702 | 250'595 CHF | 251'489 CHF | 100.00% | 100.00% |
08.07.2024 | 0.35% | 5.60 CHF | 5.62 CHF | 44'600 | 44'600 | 45'261 | 45'261 | 256'337 CHF | 257'242 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 5.61 CHF | 5.63 CHF | 45'700 | 45'700 | 45'221 | 45'221 | 251'533 CHF | 252'437 CHF | 99.78% | 99.78% |
04.07.2024 | 0.36% | 5.54 CHF | 5.56 CHF | 44'900 | 44'900 | 44'900 | 44'900 | 250'265 CHF | 251'163 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 5.53 CHF | 5.55 CHF | 44'900 | 44'900 | 44'003 | 44'003 | 246'245 CHF | 247'126 CHF | 99.99% | 99.99% |
02.07.2024 | 0.34% | 5.73 CHF | 5.75 CHF | 43'400 | 43'400 | 43'220 | 43'220 | 250'577 CHF | 251'441 CHF | 100.00% | 100.00% |