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 | 0.39% | 5.20 CHF | 5.22 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 25'796 CHF | 25'895 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 5.13 CHF | 5.15 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 25'093 CHF | 25'192 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 5.09 CHF | 5.11 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 25'339 CHF | 25'438 CHF | 99.35% | 99.35% |
10.07.2024 | 0.48% | 4.15 CHF | 4.17 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 20'672 CHF | 20'771 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 4.06 CHF | 4.08 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 19'762 CHF | 19'861 CHF | 99.53% | 99.53% |
08.07.2024 | 0.53% | 3.91 CHF | 3.93 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 18'952 CHF | 19'051 CHF | 100.00% | 100.00% |
05.07.2024 | 0.52% | 3.90 CHF | 3.92 CHF | 5'000 | 5'000 | 4'951 | 4'951 | 19'170 CHF | 19'269 CHF | 96.13% | 96.13% |
04.07.2024 | 0.52% | 3.93 CHF | 3.95 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 19'150 CHF | 19'250 CHF | 99.42% | 99.42% |
03.07.2024 | 0.46% | 4.30 CHF | 4.32 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 21'789 CHF | 21'888 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 4.73 CHF | 4.75 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 23'512 CHF | 23'612 CHF | 99.45% | 100.00% |