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% | 5.06 CHF | 5.07 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 366'062 CHF | 366'782 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 364'517 CHF | 365'237 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 72'000 | 72'000 | 71'934 | 71'934 | 360'601 CHF | 361'321 CHF | 99.99% | 99.99% |
10.07.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 353'320 CHF | 354'040 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 72'000 | 72'000 | 72'375 | 72'375 | 350'781 CHF | 351'506 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 72'000 | 72'000 | 72'056 | 72'056 | 354'406 CHF | 355'126 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 353'268 CHF | 353'988 CHF | 100.00% | 100.00% |
04.07.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 355'877 CHF | 356'597 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 72'000 | 72'000 | 72'247 | 72'247 | 352'001 CHF | 352'723 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 361'243 CHF | 362'003 CHF | 100.00% | 100.00% |