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 | 0.30% | 5.76 CHF | 5.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 590'673 CHF | 592'464 CHF | 95.46% | 95.46% |
12.07.2024 | 0.27% | 5.93 CHF | 5.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 583'514 CHF | 585'103 CHF | 98.29% | 98.29% |
11.07.2024 | 0.32% | 5.71 CHF | 5.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 568'717 CHF | 570'511 CHF | 97.59% | 97.59% |
10.07.2024 | 0.30% | 5.49 CHF | 5.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 534'083 CHF | 535'690 CHF | 99.88% | 99.88% |
09.07.2024 | 0.29% | 5.28 CHF | 5.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 538'701 CHF | 540'292 CHF | 99.55% | 99.55% |
08.07.2024 | 0.30% | 5.30 CHF | 5.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 531'021 CHF | 532'641 CHF | 99.24% | 99.24% |
05.07.2024 | 0.29% | 5.22 CHF | 5.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 534'989 CHF | 536'568 CHF | 99.44% | 99.44% |
04.07.2024 | 0.30% | 5.37 CHF | 5.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 531'655 CHF | 533'252 CHF | 99.66% | 99.66% |
03.07.2024 | 0.31% | 5.27 CHF | 5.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 526'199 CHF | 527'808 CHF | 99.21% | 99.21% |
02.07.2024 | 0.31% | 5.22 CHF | 5.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 510'600 CHF | 512'175 CHF | 99.80% | 99.80% |