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% | 5.59 CHF | 5.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 821'270 CHF | 822'770 CHF | 99.99% | 99.99% |
12.07.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 150'000 | 150'000 | 149'992 | 150'000 | 824'294 CHF | 825'837 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 5.88 CHF | 5.89 CHF | 150'000 | 150'000 | 149'830 | 149'861 | 851'731 CHF | 853'407 CHF | 99.98% | 99.98% |
10.07.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 150'000 | 150'000 | 149'972 | 149'986 | 841'518 CHF | 843'095 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 5.47 CHF | 5.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 843'229 CHF | 844'726 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 843'416 CHF | 844'916 CHF | 100.00% | 100.00% |
05.07.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 824'132 CHF | 825'632 CHF | 100.00% | 100.00% |
04.07.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 805'029 CHF | 806'529 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 798'348 CHF | 799'848 CHF | 99.99% | 99.99% |
02.07.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 743'115 CHF | 744'615 CHF | 99.99% | 99.99% |