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% | 5.31 CHF | 5.32 CHF | 76'000 | 76'000 | 35'369 | 35'369 | 183'034 CHF | 183'571 CHF | 99.26% | 99.26% |
12.07.2024 | 0.37% | 5.02 CHF | 5.03 CHF | 80'000 | 80'000 | 36'085 | 36'085 | 178'507 CHF | 179'055 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 5.00 CHF | 5.01 CHF | 80'000 | 80'000 | 35'515 | 35'515 | 181'590 CHF | 182'127 CHF | 99.95% | 99.95% |
10.07.2024 | 0.36% | 4.99 CHF | 5.00 CHF | 80'000 | 80'000 | 35'772 | 35'772 | 177'799 CHF | 178'340 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 4.93 CHF | 4.94 CHF | 80'000 | 80'000 | 35'785 | 35'785 | 179'473 CHF | 180'015 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 4.98 CHF | 4.99 CHF | 80'000 | 80'000 | 35'512 | 35'512 | 176'515 CHF | 177'051 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 4.86 CHF | 4.87 CHF | 84'000 | 84'000 | 37'953 | 37'953 | 177'990 CHF | 178'569 CHF | 99.63% | 99.63% |
04.07.2024 | 0.43% | 4.61 CHF | 4.63 CHF | 34'000 | 34'000 | 27'086 | 27'086 | 124'899 CHF | 125'441 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 4.66 CHF | 4.67 CHF | 84'000 | 84'000 | 37'515 | 37'515 | 173'932 CHF | 174'499 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 4.68 CHF | 4.69 CHF | 84'000 | 84'000 | 36'583 | 36'583 | 169'175 CHF | 169'724 CHF | 99.98% | 99.98% |