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 | 0.19% | 5.26 CHF | 5.27 CHF | 122'000 | 122'000 | 53'640 | 53'640 | 281'560 CHF | 282'098 CHF | 99.97% | 99.97% |
12.07.2024 | 0.20% | 5.39 CHF | 5.40 CHF | 120'000 | 120'000 | 53'621 | 53'621 | 280'470 CHF | 281'007 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 122'000 | 122'000 | 53'141 | 53'141 | 280'322 CHF | 280'856 CHF | 99.97% | 99.97% |
10.07.2024 | 0.20% | 5.26 CHF | 5.27 CHF | 122'000 | 122'000 | 54'204 | 54'204 | 280'006 CHF | 280'549 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 126'000 | 126'000 | 54'668 | 54'668 | 276'378 CHF | 276'926 CHF | 99.74% | 99.74% |
08.07.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 128'000 | 128'000 | 55'869 | 55'869 | 272'642 CHF | 273'202 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.75 CHF | 4.76 CHF | 130'000 | 130'000 | 58'312 | 58'312 | 266'065 CHF | 266'650 CHF | 99.37% | 99.37% |
04.07.2024 | 0.22% | 4.41 CHF | 4.42 CHF | 48'000 | 48'000 | 40'637 | 40'637 | 180'744 CHF | 181'150 CHF | 97.59% | 97.59% |
03.07.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 136'000 | 136'000 | 59'395 | 59'395 | 263'643 CHF | 264'237 CHF | 99.10% | 99.10% |
02.07.2024 | 0.25% | 4.21 CHF | 4.22 CHF | 140'000 | 140'000 | 61'235 | 61'235 | 254'642 CHF | 255'255 CHF | 100.00% | 100.00% |