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% | 6.43 CHF | 6.45 CHF | 30'000 | 30'000 | 14'569 | 11'483 | 91'875 CHF | 72'785 CHF | 94.56% | 94.56% |
12.07.2024 | 0.62% | 6.03 CHF | 6.05 CHF | 30'000 | 30'000 | 14'414 | 11'297 | 83'373 CHF | 66'031 CHF | 97.99% | 97.99% |
11.07.2024 | 0.58% | 5.54 CHF | 5.56 CHF | 30'000 | 30'000 | 14'358 | 11'230 | 85'861 CHF | 67'002 CHF | 99.18% | 99.18% |
10.07.2024 | 0.61% | 5.97 CHF | 5.99 CHF | 30'000 | 30'000 | 14'523 | 11'427 | 85'612 CHF | 67'941 CHF | 95.61% | 95.61% |
09.07.2024 | 0.63% | 5.68 CHF | 5.70 CHF | 30'000 | 30'000 | 14'340 | 11'208 | 81'495 CHF | 64'052 CHF | 99.60% | 99.60% |
08.07.2024 | 0.64% | 5.52 CHF | 5.54 CHF | 30'000 | 30'000 | 14'342 | 11'210 | 79'015 CHF | 61'776 CHF | 99.62% | 99.62% |
05.07.2024 | 0.69% | 5.38 CHF | 5.40 CHF | 30'000 | 30'000 | 14'532 | 11'438 | 75'723 CHF | 60'294 CHF | 95.13% | 95.13% |
04.07.2024 | 0.79% | 5.09 CHF | 5.13 CHF | 10'000 | 6'000 | 10'000 | 6'000 | 50'633 CHF | 30'620 CHF | 94.10% | 94.10% |
03.07.2024 | 0.72% | 5.03 CHF | 5.05 CHF | 30'000 | 30'000 | 22'171 | 11'210 | 110'064 CHF | 56'156 CHF | 99.62% | 99.62% |
02.07.2024 | 0.76% | 4.99 CHF | 5.01 CHF | 30'000 | 30'000 | 22'168 | 11'203 | 104'270 CHF | 53'771 CHF | 99.58% | 99.58% |