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 | 2.06% | 5.71 CHF | 5.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'587 CHF | 58'787 CHF | 100.00% | 100.00% |
12.07.2024 | 2.06% | 5.81 CHF | 5.93 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'503 CHF | 58'702 CHF | 100.00% | 100.00% |
11.07.2024 | 1.97% | 5.76 CHF | 5.88 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 56'749 CHF | 57'878 CHF | 100.00% | 100.00% |
10.07.2024 | 1.96% | 5.62 CHF | 5.73 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 55'710 CHF | 56'810 CHF | 100.00% | 100.00% |
09.07.2024 | 1.99% | 5.54 CHF | 5.65 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 56'572 CHF | 57'709 CHF | 100.00% | 100.00% |
08.07.2024 | 2.03% | 5.67 CHF | 5.78 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'008 CHF | 58'175 CHF | 99.83% | 99.83% |
05.07.2024 | 2.05% | 5.69 CHF | 5.80 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'128 CHF | 58'314 CHF | 100.00% | 100.00% |
04.07.2024 | 2.05% | 5.68 CHF | 5.79 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'168 CHF | 58'352 CHF | 100.00% | 100.00% |
03.07.2024 | 1.93% | 5.69 CHF | 5.80 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 56'517 CHF | 57'620 CHF | 99.72% | 99.72% |
02.07.2024 | 1.97% | 5.56 CHF | 5.67 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 55'360 CHF | 56'460 CHF | 100.00% | 100.00% |