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 | 0.86% | 5.72 CHF | 5.73 CHF | 70'000 | 70'000 | 30'461 | 30'461 | 173'773 CHF | 174'856 CHF | 98.92% | 98.92% |
12.07.2024 | 0.92% | 5.64 CHF | 5.65 CHF | 70'000 | 70'000 | 30'286 | 30'286 | 165'860 CHF | 166'943 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 5.61 CHF | 5.62 CHF | 70'000 | 70'000 | 30'172 | 30'172 | 175'644 CHF | 176'724 CHF | 99.98% | 99.98% |
10.07.2024 | 0.85% | 5.88 CHF | 5.89 CHF | 70'000 | 70'000 | 30'430 | 30'430 | 177'621 CHF | 178'708 CHF | 99.49% | 99.49% |
09.07.2024 | 0.84% | 5.76 CHF | 5.77 CHF | 70'000 | 70'000 | 30'361 | 30'361 | 179'717 CHF | 180'804 CHF | 99.44% | 99.44% |
08.07.2024 | 0.87% | 5.84 CHF | 5.85 CHF | 70'000 | 70'000 | 30'103 | 30'103 | 173'110 CHF | 174'185 CHF | 100.00% | 100.00% |
05.07.2024 | 0.94% | 5.59 CHF | 5.60 CHF | 70'000 | 70'000 | 30'841 | 30'841 | 164'278 CHF | 165'354 CHF | 95.77% | 95.77% |
04.07.2024 | 1.09% | 5.07 CHF | 5.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 102'100 CHF | 103'218 CHF | 97.93% | 97.93% |
03.07.2024 | 0.85% | 5.12 CHF | 5.13 CHF | 70'000 | 70'000 | 32'862 | 32'862 | 162'118 CHF | 163'126 CHF | 95.12% | 95.12% |
02.07.2024 | 0.90% | 4.74 CHF | 4.75 CHF | 80'000 | 80'000 | 34'375 | 34'375 | 160'918 CHF | 161'928 CHF | 99.38% | 99.38% |