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 | 0.61% | 5.49 CHF | 5.51 CHF | 9'500 | 9'500 | 5'250 | 5'250 | 28'765 CHF | 28'922 CHF | 99.99% | 99.99% |
12.07.2024 | 0.47% | 5.29 CHF | 5.30 CHF | 10'100 | 10'100 | 5'640 | 5'640 | 28'186 CHF | 28'298 CHF | 99.94% | 99.94% |
11.07.2024 | 0.48% | 4.99 CHF | 5.00 CHF | 10'700 | 10'700 | 5'877 | 5'877 | 28'824 CHF | 28'942 CHF | 99.42% | 99.42% |
10.07.2024 | 0.51% | 4.74 CHF | 4.75 CHF | 12'200 | 12'200 | 6'641 | 6'641 | 30'643 CHF | 30'776 CHF | 99.84% | 99.84% |
09.07.2024 | 0.54% | 4.28 CHF | 4.29 CHF | 12'300 | 12'300 | 6'843 | 6'843 | 29'556 CHF | 29'693 CHF | 99.65% | 99.65% |
08.07.2024 | 0.55% | 4.20 CHF | 4.21 CHF | 12'200 | 12'200 | 6'725 | 6'725 | 28'656 CHF | 28'790 CHF | 100.00% | 100.00% |
05.07.2024 | 0.52% | 4.65 CHF | 4.66 CHF | 12'500 | 12'500 | 6'885 | 6'885 | 30'982 CHF | 31'119 CHF | 99.36% | 99.36% |
04.07.2024 | 0.59% | 4.36 CHF | 4.38 CHF | 6'300 | 6'300 | 5'601 | 5'601 | 24'061 CHF | 24'200 CHF | 98.80% | 98.80% |
03.07.2024 | 0.60% | 4.30 CHF | 4.31 CHF | 13'900 | 13'900 | 7'552 | 7'552 | 29'974 CHF | 30'122 CHF | 98.22% | 98.22% |
02.07.2024 | 0.64% | 3.56 CHF | 3.57 CHF | 14'100 | 14'100 | 7'775 | 7'775 | 28'274 CHF | 28'428 CHF | 100.00% | 100.00% |