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 | 0.51% | 5.30 CHF | 5.33 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 44'195 CHF | 44'423 CHF | 100.00% | 100.00% |
12.07.2024 | 0.52% | 5.58 CHF | 5.61 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 43'287 CHF | 43'514 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 5.57 CHF | 5.59 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 43'256 CHF | 43'431 CHF | 100.00% | 100.00% |
10.07.2024 | 0.42% | 5.22 CHF | 5.24 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 41'296 CHF | 41'468 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 5.14 CHF | 5.16 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 41'937 CHF | 42'115 CHF | 100.00% | 100.00% |
08.07.2024 | 0.41% | 5.34 CHF | 5.36 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 43'495 CHF | 43'674 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 5.40 CHF | 5.43 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 43'735 CHF | 43'925 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 5.96 CHF | 5.98 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 47'166 CHF | 47'354 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 5.79 CHF | 5.81 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 45'614 CHF | 45'800 CHF | 100.00% | 100.00% |
02.07.2024 | 0.43% | 5.70 CHF | 5.72 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 44'442 CHF | 44'635 CHF | 100.00% | 100.00% |