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 | 0.20% | 5.06 CHF | 5.07 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 328'256 CHF | 328'906 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 328'956 CHF | 329'606 CHF | 99.93% | 99.93% |
11.07.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 65'000 | 65'000 | 64'941 | 64'941 | 325'404 CHF | 326'054 CHF | 99.99% | 99.99% |
10.07.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 324'111 CHF | 324'761 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 321'580 CHF | 322'230 CHF | 99.99% | 99.99% |
08.07.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 326'959 CHF | 327'609 CHF | 99.99% | 99.99% |
05.07.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 326'950 CHF | 327'600 CHF | 100.00% | 100.00% |
04.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 328'542 CHF | 329'192 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 320'688 CHF | 321'338 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 310'456 CHF | 311'106 CHF | 100.00% | 100.00% |