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 | 0.92% | 5.37 CHF | 5.38 CHF | 70'000 | 70'000 | 30'461 | 30'461 | 163'032 CHF | 164'115 CHF | 98.92% | 98.92% |
12.07.2024 | 0.99% | 5.29 CHF | 5.30 CHF | 70'000 | 70'000 | 30'284 | 30'284 | 155'170 CHF | 156'253 CHF | 100.00% | 100.00% |
11.07.2024 | 0.89% | 5.26 CHF | 5.27 CHF | 70'000 | 70'000 | 30'163 | 30'163 | 164'960 CHF | 166'040 CHF | 99.96% | 99.96% |
10.07.2024 | 0.91% | 5.53 CHF | 5.54 CHF | 70'000 | 70'000 | 30'430 | 30'430 | 166'861 CHF | 167'949 CHF | 99.49% | 99.49% |
09.07.2024 | 0.89% | 5.40 CHF | 5.41 CHF | 70'000 | 70'000 | 30'317 | 30'317 | 168'754 CHF | 169'839 CHF | 99.84% | 99.84% |
08.07.2024 | 0.93% | 5.49 CHF | 5.50 CHF | 70'000 | 70'000 | 30'103 | 30'103 | 162'521 CHF | 163'596 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 5.24 CHF | 5.25 CHF | 70'000 | 70'000 | 30'840 | 30'840 | 153'378 CHF | 154'454 CHF | 95.77% | 95.77% |
04.07.2024 | 1.16% | 4.72 CHF | 4.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 95'025 CHF | 96'137 CHF | 97.89% | 97.89% |
03.07.2024 | 0.92% | 4.76 CHF | 4.77 CHF | 70'000 | 70'000 | 32'860 | 32'860 | 150'427 CHF | 151'438 CHF | 95.69% | 95.69% |
02.07.2024 | 0.97% | 4.38 CHF | 4.39 CHF | 80'000 | 80'000 | 34'387 | 34'387 | 148'767 CHF | 149'776 CHF | 99.40% | 99.40% |