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% | 5.58 CHF | 5.59 CHF | 178'000 | 178'000 | 98'666 | 98'666 | 546'488 CHF | 547'477 CHF | 98.86% | 98.86% |
12.07.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 180'000 | 180'000 | 100'727 | 100'727 | 538'774 CHF | 539'783 CHF | 99.99% | 99.99% |
11.07.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 185'000 | 185'000 | 99'464 | 99'464 | 539'759 CHF | 540'760 CHF | 99.98% | 99.98% |
10.07.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 180'000 | 180'000 | 100'104 | 100'104 | 539'777 CHF | 540'781 CHF | 99.89% | 99.89% |
09.07.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 183'000 | 183'000 | 101'096 | 101'096 | 537'555 CHF | 538'568 CHF | 99.43% | 99.43% |
08.07.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 185'000 | 185'000 | 102'228 | 102'228 | 536'925 CHF | 537'949 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 5.20 CHF | 5.21 CHF | 185'000 | 185'000 | 103'063 | 103'063 | 528'656 CHF | 529'688 CHF | 99.34% | 99.34% |
04.07.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 94'000 | 94'000 | 83'884 | 83'884 | 426'972 CHF | 427'811 CHF | 99.49% | 99.49% |
03.07.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 190'000 | 190'000 | 105'018 | 105'018 | 530'990 CHF | 532'042 CHF | 97.93% | 97.93% |
02.07.2024 | 0.21% | 5.07 CHF | 5.08 CHF | 190'000 | 190'000 | 105'796 | 105'796 | 524'708 CHF | 525'768 CHF | 99.99% | 99.99% |