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 | 0.35% | 5.29 CHF | 5.30 CHF | 76'000 | 76'000 | 35'368 | 35'368 | 182'213 CHF | 182'749 CHF | 99.26% | 99.26% |
12.07.2024 | 0.37% | 4.99 CHF | 5.00 CHF | 80'000 | 80'000 | 36'085 | 36'085 | 177'427 CHF | 177'975 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 4.97 CHF | 4.98 CHF | 80'000 | 80'000 | 35'528 | 35'528 | 180'764 CHF | 181'301 CHF | 99.98% | 99.98% |
10.07.2024 | 0.36% | 4.96 CHF | 4.97 CHF | 80'000 | 80'000 | 35'772 | 35'772 | 176'740 CHF | 177'282 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 4.90 CHF | 4.91 CHF | 80'000 | 80'000 | 35'785 | 35'785 | 178'474 CHF | 179'015 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 4.95 CHF | 4.96 CHF | 80'000 | 80'000 | 35'511 | 35'511 | 175'481 CHF | 176'016 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 4.82 CHF | 4.83 CHF | 84'000 | 84'000 | 37'962 | 37'962 | 176'599 CHF | 177'177 CHF | 99.17% | 99.17% |
04.07.2024 | 0.44% | 4.56 CHF | 4.58 CHF | 34'000 | 34'000 | 27'109 | 27'109 | 123'896 CHF | 124'439 CHF | 99.65% | 99.65% |
03.07.2024 | 0.39% | 4.62 CHF | 4.63 CHF | 84'000 | 84'000 | 37'515 | 37'515 | 172'436 CHF | 173'003 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 4.64 CHF | 4.65 CHF | 84'000 | 84'000 | 36'580 | 36'580 | 167'681 CHF | 168'230 CHF | 99.98% | 99.98% |