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 | 0.52% | 5.92 CHF | 5.95 CHF | 27'900 | 27'900 | 28'201 | 28'201 | 162'102 CHF | 162'948 CHF | 99.99% | 99.99% |
12.07.2024 | 0.53% | 5.71 CHF | 5.74 CHF | 28'400 | 28'400 | 28'460 | 28'460 | 160'883 CHF | 161'737 CHF | 100.00% | 100.00% |
11.07.2024 | 0.54% | 5.35 CHF | 5.38 CHF | 28'500 | 28'500 | 29'339 | 29'339 | 161'507 CHF | 162'387 CHF | 99.98% | 99.98% |
10.07.2024 | 0.45% | 5.51 CHF | 5.54 CHF | 29'900 | 29'900 | 30'319 | 30'319 | 161'114 CHF | 161'841 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 5.17 CHF | 5.19 CHF | 30'600 | 30'600 | 30'746 | 30'746 | 162'267 CHF | 162'883 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 5.29 CHF | 5.31 CHF | 30'900 | 30'900 | 30'239 | 30'239 | 156'859 CHF | 157'643 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 5.29 CHF | 5.32 CHF | 29'800 | 29'800 | 30'279 | 30'279 | 162'384 CHF | 163'109 CHF | 99.78% | 99.78% |
04.07.2024 | 0.37% | 5.40 CHF | 5.42 CHF | 30'600 | 30'600 | 30'540 | 30'540 | 163'459 CHF | 164'070 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 5.43 CHF | 5.45 CHF | 30'500 | 30'500 | 31'397 | 31'397 | 166'954 CHF | 167'581 CHF | 99.99% | 99.99% |
02.07.2024 | 0.40% | 5.12 CHF | 5.14 CHF | 32'000 | 32'000 | 32'180 | 32'180 | 161'827 CHF | 162'471 CHF | 100.00% | 100.00% |