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 | 0.40% | 4.98 CHF | 5.00 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 24'706 CHF | 24'806 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 4.91 CHF | 4.93 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 24'003 CHF | 24'102 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 4.87 CHF | 4.89 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 24'249 CHF | 24'349 CHF | 99.35% | 99.35% |
10.07.2024 | 0.51% | 3.93 CHF | 3.95 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 19'582 CHF | 19'681 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 3.84 CHF | 3.86 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 18'672 CHF | 18'772 CHF | 99.53% | 99.53% |
08.07.2024 | 0.56% | 3.69 CHF | 3.71 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 17'864 CHF | 17'963 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 3.68 CHF | 3.70 CHF | 5'000 | 5'000 | 4'951 | 4'951 | 18'081 CHF | 18'180 CHF | 96.13% | 96.13% |
04.07.2024 | 0.55% | 3.71 CHF | 3.73 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 18'061 CHF | 18'160 CHF | 99.42% | 99.42% |
03.07.2024 | 0.48% | 4.08 CHF | 4.10 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 20'699 CHF | 20'798 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 4.51 CHF | 4.53 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 22'423 CHF | 22'522 CHF | 99.45% | 100.00% |