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 | 0.32% | 6.28 CHF | 6.30 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 31'153 CHF | 31'252 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 6.21 CHF | 6.23 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 30'455 CHF | 30'554 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 6.18 CHF | 6.20 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 30'704 CHF | 30'803 CHF | 98.91% | 98.91% |
10.07.2024 | 0.38% | 5.23 CHF | 5.25 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 26'033 CHF | 26'132 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 5.14 CHF | 5.16 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 25'120 CHF | 25'219 CHF | 99.53% | 99.53% |
08.07.2024 | 0.41% | 4.99 CHF | 5.01 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 24'319 CHF | 24'418 CHF | 98.86% | 98.86% |
05.07.2024 | 0.41% | 4.99 CHF | 5.01 CHF | 5'000 | 5'000 | 4'951 | 4'951 | 24'542 CHF | 24'641 CHF | 96.13% | 96.13% |
04.07.2024 | 0.41% | 5.02 CHF | 5.04 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 24'515 CHF | 24'614 CHF | 99.42% | 99.42% |
03.07.2024 | 0.37% | 5.38 CHF | 5.40 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 27'167 CHF | 27'266 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 5.81 CHF | 5.83 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 28'871 CHF | 28'970 CHF | 100.00% | 100.00% |