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% | 5.34 CHF | 5.35 CHF | 76'000 | 76'000 | 35'253 | 35'253 | 183'460 CHF | 183'996 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 5.05 CHF | 5.06 CHF | 80'000 | 80'000 | 36'085 | 36'085 | 179'492 CHF | 180'039 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 5.03 CHF | 5.04 CHF | 80'000 | 80'000 | 35'527 | 35'527 | 182'608 CHF | 183'145 CHF | 99.98% | 99.98% |
10.07.2024 | 0.36% | 5.01 CHF | 5.02 CHF | 80'000 | 80'000 | 35'771 | 35'771 | 178'839 CHF | 179'380 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 4.96 CHF | 4.97 CHF | 80'000 | 80'000 | 35'780 | 35'780 | 180'507 CHF | 181'049 CHF | 99.99% | 99.99% |
08.07.2024 | 0.36% | 5.01 CHF | 5.02 CHF | 80'000 | 80'000 | 35'510 | 35'510 | 177'551 CHF | 178'086 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 4.88 CHF | 4.89 CHF | 84'000 | 84'000 | 37'955 | 37'955 | 179'022 CHF | 179'602 CHF | 99.63% | 99.63% |
04.07.2024 | 0.43% | 4.63 CHF | 4.65 CHF | 34'000 | 34'000 | 27'086 | 27'086 | 125'610 CHF | 126'152 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 4.69 CHF | 4.70 CHF | 84'000 | 84'000 | 37'514 | 37'514 | 174'956 CHF | 175'524 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 4.71 CHF | 4.72 CHF | 84'000 | 84'000 | 36'579 | 36'579 | 170'236 CHF | 170'785 CHF | 99.97% | 99.97% |