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 | 0.19% | 5.55 CHF | 5.56 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 533'554 CHF | 534'546 CHF | 99.96% | 99.96% |
12.07.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 525'647 CHF | 526'639 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.43 CHF | 5.44 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 515'216 CHF | 516'207 CHF | 99.85% | 99.85% |
10.07.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 503'459 CHF | 504'451 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 4.88 CHF | 4.89 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 490'930 CHF | 491'922 CHF | 99.75% | 99.75% |
08.07.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 501'990 CHF | 502'981 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 5.16 CHF | 5.17 CHF | 100'000 | 100'000 | 99'116 | 99'116 | 500'049 CHF | 501'041 CHF | 99.58% | 99.58% |
04.07.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 491'341 CHF | 492'332 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 5.01 CHF | 5.02 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 485'038 CHF | 486'029 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 100'000 | 100'000 | 99'065 | 99'062 | 466'187 CHF | 467'163 CHF | 99.82% | 99.82% |