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% | 5.74 CHF | 5.75 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 345'994 CHF | 346'594 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 5.75 CHF | 5.76 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 344'653 CHF | 345'253 CHF | 98.97% | 98.97% |
11.07.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 341'729 CHF | 342'329 CHF | 99.91% | 99.91% |
10.07.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 335'324 CHF | 335'924 CHF | 99.85% | 99.85% |
09.07.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 331'796 CHF | 332'396 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 336'080 CHF | 336'680 CHF | 100.00% | 100.00% |
05.07.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 335'235 CHF | 335'835 CHF | 100.00% | 100.00% |
04.07.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 337'402 CHF | 338'002 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 333'175 CHF | 333'775 CHF | 99.25% | 99.25% |
02.07.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 326'007 CHF | 326'607 CHF | 99.95% | 99.95% |