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 | 0.17% | 5.86 CHF | 5.87 CHF | 50'000 | 50'000 | 48'238 | 48'238 | 282'982 CHF | 283'464 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 282'077 CHF | 282'554 CHF | 100.00% | 100.00% |
11.07.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 49'000 | 49'000 | 47'695 | 47'695 | 281'424 CHF | 281'901 CHF | 99.99% | 99.99% |
10.07.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 282'660 CHF | 283'148 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 283'642 CHF | 284'128 CHF | 100.00% | 100.00% |
08.07.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 282'305 CHF | 282'792 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 282'293 CHF | 282'772 CHF | 99.82% | 99.82% |
04.07.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 284'867 CHF | 285'344 CHF | 99.50% | 99.50% |
03.07.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 282'466 CHF | 282'945 CHF | 99.37% | 99.37% |
02.07.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 51'000 | 51'000 | 49'539 | 49'539 | 284'163 CHF | 284'658 CHF | 99.99% | 99.99% |