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% | 5.03 CHF | 5.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 251'503 CHF | 252'003 CHF | 100.00% | 100.00% |
12.07.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 261'587 CHF | 262'087 CHF | 99.01% | 99.01% |
11.07.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 259'581 CHF | 260'081 CHF | 99.90% | 99.90% |
10.07.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 252'156 CHF | 252'656 CHF | 99.85% | 99.85% |
09.07.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 253'936 CHF | 254'436 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 253'998 CHF | 254'498 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 5.12 CHF | 5.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 258'522 CHF | 259'022 CHF | 100.00% | 100.00% |
04.07.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 258'347 CHF | 258'847 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.17 CHF | 5.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 259'616 CHF | 260'116 CHF | 99.51% | 99.51% |
02.07.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 259'128 CHF | 259'628 CHF | 100.00% | 100.00% |