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 | 1.02% | 5.01 CHF | 5.06 CHF | 29'800 | 29'800 | 29'800 | 29'800 | 145'504 CHF | 146'994 CHF | 99.10% | 99.10% |
12.07.2024 | 0.79% | 5.24 CHF | 5.28 CHF | 31'900 | 31'900 | 31'900 | 31'900 | 161'246 CHF | 162'522 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 4.88 CHF | 4.92 CHF | 31'900 | 31'900 | 31'900 | 31'900 | 157'785 CHF | 159'061 CHF | 99.99% | 99.99% |
10.07.2024 | 0.88% | 4.73 CHF | 4.77 CHF | 35'800 | 35'800 | 35'800 | 35'800 | 162'520 CHF | 163'952 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 4.05 CHF | 4.09 CHF | 31'400 | 31'400 | 31'400 | 31'400 | 135'584 CHF | 136'840 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 4.96 CHF | 5.00 CHF | 31'100 | 31'100 | 31'100 | 31'100 | 165'632 CHF | 166'876 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 4.84 CHF | 4.89 CHF | 28'900 | 28'900 | 28'900 | 28'900 | 146'240 CHF | 147'685 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 5.42 CHF | 5.46 CHF | 33'000 | 33'000 | 33'000 | 33'000 | 176'056 CHF | 177'376 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 4.70 CHF | 4.74 CHF | 38'900 | 38'900 | 38'900 | 38'900 | 180'615 CHF | 182'171 CHF | 100.00% | 100.00% |
02.07.2024 | 1.04% | 3.88 CHF | 3.92 CHF | 33'700 | 33'700 | 33'700 | 33'700 | 129'435 CHF | 130'783 CHF | 99.97% | 99.97% |