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 | 0.18% | 5.69 CHF | 5.70 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 84'092 CHF | 84'242 CHF | 99.39% | 99.39% |
12.07.2024 | 0.19% | 5.43 CHF | 5.44 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 80'492 CHF | 80'642 CHF | 99.06% | 99.06% |
11.07.2024 | 0.19% | 5.07 CHF | 5.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 80'067 CHF | 80'217 CHF | 85.73% | 85.73% |
10.07.2024 | 0.18% | 5.81 CHF | 5.82 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 84'214 CHF | 84'364 CHF | 95.48% | 95.48% |
09.07.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 82'411 CHF | 82'561 CHF | 99.05% | 99.05% |
08.07.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 79'819 CHF | 79'969 CHF | 87.67% | 87.67% |
05.07.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 76'719 CHF | 76'869 CHF | 99.38% | 99.38% |
04.07.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 67'288 CHF | 67'438 CHF | 92.30% | 92.30% |
03.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 47'764 CHF | 47'914 CHF | 98.64% | 98.64% |
02.07.2024 | 0.37% | 2.61 CHF | 2.62 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 40'252 CHF | 40'402 CHF | 99.03% | 99.03% |