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% | 5.50 CHF | 5.51 CHF | 62'000 | 62'000 | 24'975 | 24'975 | 137'006 CHF | 137'506 CHF | 98.67% | 98.67% |
12.07.2024 | 0.56% | 5.42 CHF | 5.43 CHF | 62'000 | 62'000 | 25'255 | 25'255 | 133'052 CHF | 133'559 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 5.40 CHF | 5.41 CHF | 62'000 | 62'000 | 23'938 | 23'938 | 133'634 CHF | 134'108 CHF | 99.98% | 99.98% |
10.07.2024 | 0.51% | 5.66 CHF | 5.67 CHF | 60'000 | 60'000 | 23'880 | 23'880 | 134'153 CHF | 134'626 CHF | 99.59% | 99.59% |
09.07.2024 | 0.50% | 5.54 CHF | 5.55 CHF | 60'000 | 60'000 | 23'797 | 23'797 | 135'579 CHF | 136'052 CHF | 99.99% | 99.99% |
08.07.2024 | 0.52% | 5.62 CHF | 5.63 CHF | 60'000 | 60'000 | 24'396 | 24'396 | 134'955 CHF | 135'449 CHF | 100.00% | 100.00% |
05.07.2024 | 0.57% | 5.38 CHF | 5.39 CHF | 62'000 | 62'000 | 26'393 | 26'393 | 135'122 CHF | 135'652 CHF | 95.75% | 95.75% |
04.07.2024 | 0.62% | 4.86 CHF | 4.88 CHF | 20'000 | 20'000 | 16'819 | 16'819 | 82'071 CHF | 82'556 CHF | 97.96% | 97.96% |
03.07.2024 | 0.50% | 4.90 CHF | 4.91 CHF | 66'000 | 66'000 | 27'315 | 27'315 | 128'785 CHF | 129'258 CHF | 98.83% | 98.83% |
02.07.2024 | 0.53% | 4.52 CHF | 4.53 CHF | 70'000 | 70'000 | 27'516 | 27'516 | 122'904 CHF | 123'376 CHF | 99.90% | 99.90% |