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 | 0.21% | 4.75 CHF | 4.76 CHF | 26'800 | 26'800 | 26'690 | 26'690 | 124'821 CHF | 125'088 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 23'700 | 23'700 | 23'990 | 23'990 | 121'078 CHF | 121'318 CHF | 99.98% | 99.98% |
11.07.2024 | 0.18% | 5.28 CHF | 5.29 CHF | 22'300 | 22'300 | 22'167 | 22'167 | 123'512 CHF | 123'734 CHF | 99.79% | 99.79% |
10.07.2024 | 0.24% | 5.72 CHF | 5.74 CHF | 19'700 | 19'700 | 20'002 | 20'002 | 118'939 CHF | 119'223 CHF | 100.00% | 100.00% |
09.07.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 21'900 | 21'900 | 21'708 | 21'708 | 132'703 CHF | 132'920 CHF | 99.73% | 99.73% |
08.07.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 21'700 | 21'700 | 21'627 | 21'627 | 125'953 CHF | 126'170 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 21'300 | 21'300 | 21'212 | 21'212 | 122'123 CHF | 122'335 CHF | 99.80% | 99.80% |
04.07.2024 | 0.16% | 6.02 CHF | 6.03 CHF | 20'600 | 20'600 | 21'380 | 21'380 | 131'339 CHF | 131'553 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 6.11 CHF | 6.12 CHF | 20'500 | 20'500 | 20'136 | 20'136 | 123'101 CHF | 123'341 CHF | 100.00% | 100.00% |
02.07.2024 | 0.15% | 6.44 CHF | 6.45 CHF | 22'200 | 22'200 | 22'129 | 22'129 | 143'967 CHF | 144'189 CHF | 99.40% | 99.40% |