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 | 0.56% | 5.15 CHF | 5.16 CHF | 35'000 | 35'000 | 14'172 | 14'172 | 71'640 CHF | 71'927 CHF | 98.47% | 98.47% |
12.07.2024 | 0.46% | 5.04 CHF | 5.05 CHF | 35'000 | 35'000 | 15'799 | 15'799 | 79'336 CHF | 79'624 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 5.03 CHF | 5.04 CHF | 35'000 | 35'000 | 15'778 | 15'778 | 78'854 CHF | 79'141 CHF | 99.99% | 99.99% |
10.07.2024 | 0.48% | 4.93 CHF | 4.94 CHF | 35'000 | 35'000 | 16'047 | 16'047 | 78'584 CHF | 78'876 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 4.79 CHF | 4.80 CHF | 36'000 | 36'000 | 16'248 | 16'248 | 77'225 CHF | 77'520 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 4.87 CHF | 4.88 CHF | 36'000 | 36'000 | 16'261 | 16'261 | 78'151 CHF | 78'446 CHF | 99.71% | 99.71% |
05.07.2024 | 0.48% | 4.70 CHF | 4.71 CHF | 36'000 | 36'000 | 16'188 | 16'188 | 77'335 CHF | 77'629 CHF | 99.62% | 99.62% |
04.07.2024 | 0.52% | 4.87 CHF | 4.89 CHF | 15'000 | 15'000 | 11'813 | 11'813 | 57'358 CHF | 57'642 CHF | 99.60% | 99.60% |
03.07.2024 | 0.48% | 4.83 CHF | 4.84 CHF | 36'000 | 36'000 | 16'247 | 16'247 | 78'234 CHF | 78'528 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 4.73 CHF | 4.74 CHF | 36'000 | 36'000 | 16'255 | 16'255 | 76'852 CHF | 77'147 CHF | 99.99% | 99.99% |