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 | 182'477 CHF | 183'013 CHF | 99.26% | 99.26% |
12.07.2024 | 0.37% | 5.01 CHF | 5.02 CHF | 80'000 | 80'000 | 36'085 | 36'085 | 177'944 CHF | 178'491 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 4.99 CHF | 5.00 CHF | 80'000 | 80'000 | 35'525 | 35'525 | 181'073 CHF | 181'610 CHF | 99.97% | 99.97% |
10.07.2024 | 0.36% | 4.97 CHF | 4.98 CHF | 80'000 | 80'000 | 35'772 | 35'772 | 177'200 CHF | 177'741 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 4.92 CHF | 4.93 CHF | 80'000 | 80'000 | 35'784 | 35'784 | 178'902 CHF | 179'444 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 4.96 CHF | 4.97 CHF | 80'000 | 80'000 | 35'511 | 35'511 | 175'958 CHF | 176'494 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 4.84 CHF | 4.85 CHF | 84'000 | 84'000 | 37'953 | 37'953 | 177'383 CHF | 177'963 CHF | 99.62% | 99.62% |
04.07.2024 | 0.43% | 4.59 CHF | 4.61 CHF | 34'000 | 34'000 | 27'086 | 27'086 | 124'429 CHF | 124'971 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 4.64 CHF | 4.65 CHF | 84'000 | 84'000 | 37'515 | 37'515 | 173'329 CHF | 173'896 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 4.67 CHF | 4.68 CHF | 84'000 | 84'000 | 36'578 | 36'578 | 168'550 CHF | 169'098 CHF | 99.99% | 99.99% |