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% | 5.86 CHF | 5.87 CHF | 178'000 | 178'000 | 98'653 | 98'653 | 573'492 CHF | 574'480 CHF | 98.86% | 98.86% |
12.07.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 180'000 | 180'000 | 100'725 | 100'725 | 566'500 CHF | 567'509 CHF | 99.99% | 99.99% |
11.07.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 185'000 | 185'000 | 99'450 | 99'450 | 566'908 CHF | 567'909 CHF | 99.98% | 99.98% |
10.07.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 180'000 | 180'000 | 100'105 | 100'105 | 567'357 CHF | 568'362 CHF | 99.89% | 99.89% |
09.07.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 183'000 | 183'000 | 101'094 | 101'094 | 565'425 CHF | 566'437 CHF | 99.43% | 99.43% |
08.07.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 185'000 | 185'000 | 102'229 | 102'229 | 565'017 CHF | 566'042 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 5.48 CHF | 5.49 CHF | 185'000 | 185'000 | 103'057 | 103'057 | 557'068 CHF | 558'101 CHF | 99.34% | 99.34% |
04.07.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 94'000 | 94'000 | 83'884 | 83'884 | 450'020 CHF | 450'859 CHF | 99.49% | 99.49% |
03.07.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 190'000 | 190'000 | 104'685 | 104'685 | 558'360 CHF | 559'409 CHF | 99.35% | 99.35% |
02.07.2024 | 0.20% | 5.34 CHF | 5.35 CHF | 190'000 | 190'000 | 105'798 | 105'798 | 554'125 CHF | 555'185 CHF | 99.99% | 99.99% |