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% | 5.64 CHF | 5.65 CHF | 178'000 | 178'000 | 98'654 | 98'654 | 551'751 CHF | 552'739 CHF | 98.86% | 98.86% |
12.07.2024 | 0.19% | 5.50 CHF | 5.51 CHF | 180'000 | 180'000 | 100'724 | 100'724 | 544'251 CHF | 545'260 CHF | 99.99% | 99.99% |
11.07.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 185'000 | 185'000 | 99'453 | 99'453 | 544'973 CHF | 545'974 CHF | 99.98% | 99.98% |
10.07.2024 | 0.19% | 5.48 CHF | 5.49 CHF | 180'000 | 180'000 | 100'104 | 100'104 | 545'236 CHF | 546'241 CHF | 99.89% | 99.89% |
09.07.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 183'000 | 183'000 | 101'094 | 101'094 | 543'063 CHF | 544'076 CHF | 99.43% | 99.43% |
08.07.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 185'000 | 185'000 | 102'229 | 102'229 | 542'443 CHF | 543'468 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 5.26 CHF | 5.27 CHF | 185'000 | 185'000 | 103'061 | 103'061 | 534'302 CHF | 535'335 CHF | 99.35% | 99.35% |
04.07.2024 | 0.19% | 5.14 CHF | 5.15 CHF | 94'000 | 94'000 | 83'885 | 83'885 | 431'425 CHF | 432'264 CHF | 99.50% | 99.50% |
03.07.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 190'000 | 190'000 | 104'683 | 104'683 | 535'162 CHF | 536'211 CHF | 99.36% | 99.36% |
02.07.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 190'000 | 190'000 | 105'805 | 105'805 | 530'665 CHF | 531'725 CHF | 100.00% | 100.00% |