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 | 0.18% | 5.78 CHF | 5.79 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 556'524 CHF | 557'516 CHF | 99.99% | 99.99% |
12.07.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 100'000 | 100'000 | 99'063 | 99'061 | 548'616 CHF | 549'597 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.66 CHF | 5.67 CHF | 100'000 | 100'000 | 99'066 | 99'066 | 538'250 CHF | 539'242 CHF | 99.88% | 99.88% |
10.07.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 526'503 CHF | 527'495 CHF | 100.00% | 100.00% |
09.07.2024 | 0.19% | 5.11 CHF | 5.12 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 513'984 CHF | 514'976 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 524'951 CHF | 525'943 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 5.40 CHF | 5.41 CHF | 100'000 | 100'000 | 99'119 | 99'119 | 523'080 CHF | 524'072 CHF | 99.88% | 99.88% |
04.07.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 514'415 CHF | 515'406 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 5.24 CHF | 5.25 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 508'147 CHF | 509'139 CHF | 100.00% | 100.00% |
02.07.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 489'294 CHF | 490'286 CHF | 99.99% | 99.99% |