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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.26% | 4.05 CHF | 4.06 CHF | 30'000 | 30'000 | 22'159 | 18'238 | 85'765 CHF | 70'636 CHF | 98.43% | 98.43% |
24.07.2024 | 0.21% | 4.34 CHF | 4.35 CHF | 30'000 | 30'000 | 22'161 | 18'242 | 105'546 CHF | 86'601 CHF | 99.92% | 99.92% |
23.07.2024 | 0.19% | 5.53 CHF | 5.54 CHF | 30'000 | 30'000 | 18'250 | 18'250 | 98'007 CHF | 98'189 CHF | 100.00% | 100.00% |
22.07.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 30'000 | 30'000 | 18'250 | 18'250 | 95'623 CHF | 95'805 CHF | 99.99% | 99.99% |
19.07.2024 | 0.19% | 5.05 CHF | 5.06 CHF | 30'000 | 30'000 | 18'254 | 18'250 | 94'604 CHF | 94'766 CHF | 99.91% | 99.91% |
18.07.2024 | 0.18% | 5.15 CHF | 5.16 CHF | 30'000 | 30'000 | 18'284 | 18'284 | 100'749 CHF | 100'932 CHF | 98.95% | 98.95% |
17.07.2024 | 0.17% | 5.60 CHF | 5.61 CHF | 30'000 | 30'000 | 21'341 | 21'341 | 124'098 CHF | 124'311 CHF | 4.94% | 4.94% |
16.07.2024 | 0.15% | 6.48 CHF | 6.49 CHF | 30'000 | 30'000 | 18'250 | 18'250 | 119'023 CHF | 119'206 CHF | 99.99% | 99.99% |
15.07.2024 | 0.15% | 6.84 CHF | 6.85 CHF | 30'000 | 30'000 | 18'250 | 18'250 | 120'586 CHF | 120'768 CHF | 99.74% | 99.74% |
12.07.2024 | 0.16% | 6.64 CHF | 6.65 CHF | 30'000 | 30'000 | 18'286 | 18'286 | 115'766 CHF | 115'949 CHF | 98.91% | 98.91% |