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 | 0.52% | 5.52 CHF | 5.53 CHF | 62'000 | 62'000 | 24'945 | 24'945 | 137'460 CHF | 137'960 CHF | 98.91% | 98.91% |
12.07.2024 | 0.55% | 5.45 CHF | 5.46 CHF | 62'000 | 62'000 | 25'256 | 25'256 | 133'583 CHF | 134'091 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 5.42 CHF | 5.43 CHF | 62'000 | 62'000 | 23'940 | 23'940 | 134'253 CHF | 134'726 CHF | 99.99% | 99.99% |
10.07.2024 | 0.51% | 5.69 CHF | 5.70 CHF | 60'000 | 60'000 | 23'880 | 23'880 | 134'770 CHF | 135'244 CHF | 99.59% | 99.59% |
09.07.2024 | 0.50% | 5.57 CHF | 5.58 CHF | 60'000 | 60'000 | 23'802 | 23'802 | 136'258 CHF | 136'731 CHF | 100.00% | 100.00% |
08.07.2024 | 0.52% | 5.65 CHF | 5.66 CHF | 60'000 | 60'000 | 24'401 | 24'401 | 135'583 CHF | 136'077 CHF | 100.00% | 100.00% |
05.07.2024 | 0.56% | 5.40 CHF | 5.41 CHF | 62'000 | 62'000 | 26'399 | 26'399 | 135'664 CHF | 136'195 CHF | 95.76% | 95.76% |
04.07.2024 | 0.62% | 4.87 CHF | 4.89 CHF | 20'000 | 20'000 | 16'819 | 16'819 | 82'331 CHF | 82'816 CHF | 97.96% | 97.96% |
03.07.2024 | 0.49% | 4.91 CHF | 4.92 CHF | 66'000 | 66'000 | 27'528 | 27'528 | 130'150 CHF | 130'624 CHF | 97.90% | 97.90% |
02.07.2024 | 0.52% | 4.53 CHF | 4.54 CHF | 70'000 | 70'000 | 27'560 | 27'560 | 123'372 CHF | 123'844 CHF | 100.00% | 100.00% |