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 | 0.34% | 5.46 CHF | 5.47 CHF | 76'000 | 76'000 | 35'368 | 35'368 | 188'155 CHF | 188'692 CHF | 99.26% | 99.26% |
12.07.2024 | 0.36% | 5.16 CHF | 5.17 CHF | 80'000 | 80'000 | 36'086 | 36'086 | 183'408 CHF | 183'956 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 5.14 CHF | 5.15 CHF | 80'000 | 80'000 | 35'530 | 35'530 | 186'665 CHF | 187'202 CHF | 99.98% | 99.98% |
10.07.2024 | 0.35% | 5.12 CHF | 5.13 CHF | 80'000 | 80'000 | 35'771 | 35'771 | 182'670 CHF | 183'212 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 5.07 CHF | 5.08 CHF | 80'000 | 80'000 | 35'780 | 35'780 | 184'392 CHF | 184'934 CHF | 99.99% | 99.99% |
08.07.2024 | 0.35% | 5.12 CHF | 5.13 CHF | 80'000 | 80'000 | 35'511 | 35'511 | 181'442 CHF | 181'977 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 4.99 CHF | 5.00 CHF | 84'000 | 84'000 | 37'964 | 37'964 | 182'941 CHF | 183'519 CHF | 99.17% | 99.17% |
04.07.2024 | 0.42% | 4.73 CHF | 4.75 CHF | 34'000 | 34'000 | 27'109 | 27'109 | 128'384 CHF | 128'926 CHF | 99.65% | 99.65% |
03.07.2024 | 0.38% | 4.79 CHF | 4.80 CHF | 84'000 | 84'000 | 37'511 | 37'511 | 178'685 CHF | 179'252 CHF | 99.99% | 99.99% |
02.07.2024 | 0.38% | 4.81 CHF | 4.82 CHF | 84'000 | 84'000 | 36'579 | 36'579 | 173'785 CHF | 174'334 CHF | 99.98% | 99.98% |