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% | 5.50 CHF | 5.51 CHF | 35'000 | 35'000 | 14'322 | 14'322 | 77'379 CHF | 77'667 CHF | 96.41% | 96.41% |
12.07.2024 | 0.43% | 5.38 CHF | 5.39 CHF | 35'000 | 35'000 | 15'843 | 15'843 | 85'047 CHF | 85'335 CHF | 98.71% | 98.71% |
11.07.2024 | 0.44% | 5.38 CHF | 5.39 CHF | 35'000 | 35'000 | 15'778 | 15'778 | 84'330 CHF | 84'617 CHF | 99.99% | 99.99% |
10.07.2024 | 0.44% | 5.28 CHF | 5.29 CHF | 35'000 | 35'000 | 16'047 | 16'047 | 84'153 CHF | 84'445 CHF | 100.00% | 100.00% |
09.07.2024 | 0.46% | 5.14 CHF | 5.15 CHF | 36'000 | 36'000 | 16'248 | 16'248 | 82'842 CHF | 83'136 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 5.22 CHF | 5.23 CHF | 36'000 | 36'000 | 16'257 | 16'257 | 83'747 CHF | 84'042 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 5.04 CHF | 5.05 CHF | 36'000 | 36'000 | 16'232 | 16'232 | 83'161 CHF | 83'455 CHF | 99.03% | 99.03% |
04.07.2024 | 0.49% | 5.22 CHF | 5.24 CHF | 15'000 | 15'000 | 11'834 | 11'834 | 61'578 CHF | 61'862 CHF | 98.84% | 98.84% |
03.07.2024 | 0.45% | 5.18 CHF | 5.19 CHF | 36'000 | 36'000 | 16'247 | 16'247 | 83'883 CHF | 84'178 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 5.07 CHF | 5.08 CHF | 36'000 | 36'000 | 16'282 | 16'282 | 82'649 CHF | 82'944 CHF | 99.62% | 99.62% |