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 | 0.66% | 4.99 CHF | 5.00 CHF | 20'000 | 10'000 | 11'073 | 5'907 | 55'598 CHF | 29'831 CHF | 88.33% | 88.33% |
12.07.2024 | 0.64% | 5.10 CHF | 5.11 CHF | 10'000 | 10'000 | 10'000 | 5'819 | 53'083 CHF | 30'925 CHF | 98.69% | 98.69% |
11.07.2024 | 0.65% | 5.17 CHF | 5.18 CHF | 10'000 | 10'000 | 10'034 | 5'808 | 52'666 CHF | 30'554 CHF | 99.24% | 99.24% |
10.07.2024 | 0.65% | 5.82 CHF | 5.83 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 53'208 CHF | 31'510 CHF | 99.63% | 99.63% |
09.07.2024 | 0.71% | 5.29 CHF | 5.30 CHF | 10'000 | 10'000 | 18'050 | 5'804 | 86'768 CHF | 28'741 CHF | 99.63% | 99.63% |
08.07.2024 | 0.42% | 4.65 CHF | 4.66 CHF | 20'000 | 10'000 | 20'000 | 5'846 | 88'586 CHF | 26'166 CHF | 94.69% | 94.69% |
05.07.2024 | 0.42% | 4.16 CHF | 4.17 CHF | 20'000 | 10'000 | 20'000 | 5'823 | 88'782 CHF | 25'671 CHF | 98.31% | 98.31% |
04.07.2024 | 0.41% | 4.59 CHF | 4.60 CHF | 20'000 | 10'000 | 20'000 | 5'814 | 92'116 CHF | 26'884 CHF | 99.13% | 99.13% |
03.07.2024 | 0.38% | 4.57 CHF | 4.58 CHF | 20'000 | 10'000 | 19'432 | 5'812 | 95'093 CHF | 28'281 CHF | 99.60% | 99.60% |
02.07.2024 | 0.37% | 5.06 CHF | 5.07 CHF | 10'000 | 10'000 | 10'228 | 5'812 | 52'270 CHF | 29'801 CHF | 99.00% | 99.00% |