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 | 0.33% | 6.08 CHF | 6.10 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 30'130 CHF | 30'229 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 6.00 CHF | 6.02 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 29'430 CHF | 29'529 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 5.97 CHF | 5.99 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 29'680 CHF | 29'780 CHF | 99.35% | 99.35% |
10.07.2024 | 0.40% | 5.02 CHF | 5.04 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 25'002 CHF | 25'101 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 4.93 CHF | 4.95 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 24'105 CHF | 24'204 CHF | 99.53% | 99.53% |
08.07.2024 | 0.43% | 4.78 CHF | 4.80 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 23'299 CHF | 23'398 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 4.78 CHF | 4.80 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 23'520 CHF | 23'619 CHF | 99.62% | 99.62% |
04.07.2024 | 0.43% | 4.81 CHF | 4.83 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 23'499 CHF | 23'598 CHF | 99.42% | 99.42% |
03.07.2024 | 0.38% | 5.17 CHF | 5.19 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 26'136 CHF | 26'235 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 5.60 CHF | 5.62 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 27'839 CHF | 27'938 CHF | 99.45% | 100.00% |