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 | 0.57% | 5.05 CHF | 5.06 CHF | 35'000 | 35'000 | 14'285 | 14'285 | 70'771 CHF | 71'060 CHF | 96.51% | 96.51% |
12.07.2024 | 0.47% | 4.94 CHF | 4.95 CHF | 35'000 | 35'000 | 15'883 | 15'883 | 78'136 CHF | 78'424 CHF | 98.03% | 98.03% |
11.07.2024 | 0.48% | 4.93 CHF | 4.94 CHF | 35'000 | 35'000 | 15'778 | 15'778 | 77'250 CHF | 77'538 CHF | 99.99% | 99.99% |
10.07.2024 | 0.49% | 4.83 CHF | 4.84 CHF | 35'000 | 35'000 | 16'055 | 16'055 | 76'966 CHF | 77'257 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 4.69 CHF | 4.70 CHF | 36'000 | 36'000 | 16'250 | 16'250 | 75'540 CHF | 75'835 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 4.77 CHF | 4.78 CHF | 36'000 | 36'000 | 16'257 | 16'257 | 76'451 CHF | 76'746 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 4.59 CHF | 4.60 CHF | 36'000 | 36'000 | 16'231 | 16'231 | 75'859 CHF | 76'154 CHF | 99.03% | 99.03% |
04.07.2024 | 0.53% | 4.77 CHF | 4.79 CHF | 15'000 | 15'000 | 11'834 | 11'834 | 56'249 CHF | 56'533 CHF | 98.84% | 98.84% |
03.07.2024 | 0.50% | 4.73 CHF | 4.74 CHF | 36'000 | 36'000 | 16'247 | 16'247 | 76'549 CHF | 76'843 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 4.62 CHF | 4.63 CHF | 36'000 | 36'000 | 16'257 | 16'257 | 75'165 CHF | 75'460 CHF | 100.00% | 100.00% |