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 | 0.38% | 5.29 CHF | 5.31 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 316'572 CHF | 317'769 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 5.25 CHF | 5.27 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 312'980 CHF | 314'185 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 5.16 CHF | 5.18 CHF | 61'000 | 61'000 | 60'966 | 60'966 | 311'831 CHF | 313'051 CHF | 99.83% | 99.83% |
10.07.2024 | 0.40% | 5.03 CHF | 5.05 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 309'741 CHF | 310'981 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 5.02 CHF | 5.04 CHF | 62'000 | 62'000 | 61'116 | 61'116 | 310'871 CHF | 312'094 CHF | 99.77% | 99.77% |
08.07.2024 | 0.39% | 5.08 CHF | 5.10 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 310'054 CHF | 311'276 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 4.95 CHF | 4.97 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 309'969 CHF | 311'208 CHF | 99.80% | 99.80% |
04.07.2024 | 0.40% | 4.99 CHF | 5.01 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 308'322 CHF | 309'562 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 4.89 CHF | 4.91 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 305'828 CHF | 307'089 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 4.78 CHF | 4.80 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 302'528 CHF | 303'808 CHF | 100.00% | 100.00% |