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 | 0.57% | 5.32 CHF | 5.35 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 211'102 CHF | 212'302 CHF | 100.00% | 100.00% |
12.07.2024 | 0.57% | 5.34 CHF | 5.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 208'885 CHF | 210'085 CHF | 99.99% | 99.99% |
11.07.2024 | 0.53% | 5.53 CHF | 5.56 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 226'395 CHF | 227'595 CHF | 99.98% | 99.98% |
10.07.2024 | 0.53% | 5.75 CHF | 5.78 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 225'598 CHF | 226'798 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 5.31 CHF | 5.34 CHF | 40'000 | 40'000 | 39'910 | 39'910 | 212'781 CHF | 213'981 CHF | 99.98% | 99.98% |
08.07.2024 | 0.60% | 5.05 CHF | 5.08 CHF | 40'000 | 40'000 | 39'934 | 39'934 | 201'149 CHF | 202'349 CHF | 100.00% | 100.00% |
05.07.2024 | 0.59% | 5.06 CHF | 5.09 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 201'176 CHF | 202'376 CHF | 99.93% | 99.93% |
04.07.2024 | 0.60% | 5.02 CHF | 5.05 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 200'783 CHF | 201'983 CHF | 100.00% | 100.00% |
03.07.2024 | 0.62% | 4.86 CHF | 4.89 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 194'421 CHF | 195'621 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 4.60 CHF | 4.63 CHF | 40'000 | 40'000 | 36'485 | 36'485 | 165'511 CHF | 166'711 CHF | 100.00% | 100.00% |