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 | 0.91% | 5.44 CHF | 5.45 CHF | 70'000 | 70'000 | 30'458 | 30'458 | 165'104 CHF | 166'187 CHF | 98.92% | 98.92% |
12.07.2024 | 0.98% | 5.36 CHF | 5.37 CHF | 70'000 | 70'000 | 30'286 | 30'286 | 157'022 CHF | 158'105 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 5.33 CHF | 5.34 CHF | 70'000 | 70'000 | 30'175 | 30'175 | 167'215 CHF | 168'295 CHF | 99.99% | 99.99% |
10.07.2024 | 0.89% | 5.60 CHF | 5.61 CHF | 70'000 | 70'000 | 30'430 | 30'430 | 168'945 CHF | 170'032 CHF | 99.49% | 99.49% |
09.07.2024 | 0.88% | 5.47 CHF | 5.48 CHF | 70'000 | 70'000 | 30'357 | 30'357 | 170'849 CHF | 171'935 CHF | 99.44% | 99.44% |
08.07.2024 | 0.92% | 5.54 CHF | 5.55 CHF | 70'000 | 70'000 | 30'103 | 30'103 | 164'353 CHF | 165'429 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 5.30 CHF | 5.31 CHF | 70'000 | 70'000 | 30'842 | 30'842 | 155'327 CHF | 156'403 CHF | 95.77% | 95.77% |
04.07.2024 | 1.07% | 4.79 CHF | 4.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 96'373 CHF | 97'410 CHF | 97.96% | 97.96% |
03.07.2024 | 0.90% | 4.83 CHF | 4.84 CHF | 70'000 | 70'000 | 33'113 | 33'113 | 153'774 CHF | 154'779 CHF | 96.24% | 96.24% |
02.07.2024 | 0.95% | 4.45 CHF | 4.46 CHF | 80'000 | 80'000 | 34'419 | 34'419 | 151'390 CHF | 152'398 CHF | 99.83% | 99.83% |