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 | 0.90% | 5.59 CHF | 5.64 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 55'203 CHF | 55'703 CHF | 97.51% | 97.51% |
12.07.2024 | 0.90% | 5.69 CHF | 5.74 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 55'239 CHF | 55'739 CHF | 84.09% | 84.09% |
11.07.2024 | 0.94% | 5.39 CHF | 5.44 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 52'816 CHF | 53'316 CHF | 99.51% | 99.51% |
10.07.2024 | 1.00% | 5.19 CHF | 5.24 CHF | 10'000 | 10'000 | 15'416 | 10'000 | 75'660 CHF | 50'068 CHF | 99.51% | 99.51% |
09.07.2024 | 0.97% | 5.12 CHF | 5.17 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 51'329 CHF | 51'829 CHF | 99.57% | 99.57% |
08.07.2024 | 0.95% | 5.25 CHF | 5.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 52'482 CHF | 52'982 CHF | 99.48% | 99.48% |
05.07.2024 | 0.91% | 5.25 CHF | 5.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 54'662 CHF | 55'162 CHF | 98.37% | 98.37% |
04.07.2024 | 0.92% | 5.45 CHF | 5.50 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 54'123 CHF | 54'623 CHF | 97.84% | 97.84% |
03.07.2024 | 0.95% | 5.23 CHF | 5.28 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 52'437 CHF | 52'937 CHF | 95.88% | 95.88% |
02.07.2024 | 1.03% | 4.82 CHF | 4.87 CHF | 20'000 | 10'000 | 19'991 | 10'000 | 96'697 CHF | 48'871 CHF | 93.40% | 93.40% |