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 | 0.37% | 6.19 CHF | 6.22 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 24'735 CHF | 24'827 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 6.51 CHF | 6.53 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 25'543 CHF | 25'631 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 6.33 CHF | 6.36 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 25'561 CHF | 25'652 CHF | 100.00% | 100.00% |
10.07.2024 | 0.33% | 6.29 CHF | 6.31 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 30'422 CHF | 30'523 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 5.53 CHF | 5.55 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 23'036 CHF | 23'123 CHF | 100.00% | 100.00% |
08.07.2024 | 0.33% | 6.22 CHF | 6.24 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 25'891 CHF | 25'978 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 5.99 CHF | 6.01 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 24'897 CHF | 24'990 CHF | 100.00% | 100.00% |
04.07.2024 | 0.33% | 6.68 CHF | 6.70 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 32'658 CHF | 32'765 CHF | 100.00% | 100.00% |
03.07.2024 | 0.34% | 5.89 CHF | 5.91 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 28'502 CHF | 28'598 CHF | 100.00% | 100.00% |
02.07.2024 | 0.43% | 5.26 CHF | 5.28 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 20'988 CHF | 21'077 CHF | 100.00% | 100.00% |