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% | 5.40 CHF | 5.41 CHF | 76'000 | 76'000 | 35'368 | 35'368 | 186'337 CHF | 186'874 CHF | 99.26% | 99.26% |
12.07.2024 | 0.36% | 5.11 CHF | 5.12 CHF | 80'000 | 80'000 | 36'085 | 36'085 | 181'550 CHF | 182'098 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 5.09 CHF | 5.10 CHF | 80'000 | 80'000 | 35'535 | 35'535 | 184'865 CHF | 185'402 CHF | 99.99% | 99.99% |
10.07.2024 | 0.36% | 5.07 CHF | 5.08 CHF | 80'000 | 80'000 | 35'771 | 35'771 | 180'824 CHF | 181'366 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 5.02 CHF | 5.03 CHF | 80'000 | 80'000 | 35'784 | 35'784 | 182'643 CHF | 183'185 CHF | 100.00% | 100.00% |
08.07.2024 | 0.35% | 5.07 CHF | 5.08 CHF | 80'000 | 80'000 | 35'511 | 35'511 | 179'614 CHF | 180'149 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 4.94 CHF | 4.95 CHF | 84'000 | 84'000 | 37'962 | 37'962 | 180'967 CHF | 181'545 CHF | 99.17% | 99.17% |
04.07.2024 | 0.43% | 4.68 CHF | 4.70 CHF | 34'000 | 34'000 | 27'109 | 27'109 | 126'982 CHF | 127'524 CHF | 99.65% | 99.65% |
03.07.2024 | 0.38% | 4.73 CHF | 4.74 CHF | 84'000 | 84'000 | 37'515 | 37'515 | 176'767 CHF | 177'335 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 4.76 CHF | 4.77 CHF | 84'000 | 84'000 | 36'578 | 36'578 | 171'965 CHF | 172'514 CHF | 99.97% | 99.97% |