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% | 5.00 CHF | 5.01 CHF | 50'000 | 50'000 | 48'879 | 48'879 | 247'455 CHF | 247'945 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 49'500 | 49'500 | 49'097 | 49'097 | 247'121 CHF | 247'612 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 49'500 | 49'500 | 48'778 | 48'778 | 247'128 CHF | 247'616 CHF | 99.66% | 99.66% |
10.07.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 50'000 | 50'000 | 49'858 | 49'858 | 247'202 CHF | 247'701 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 50'500 | 50'500 | 50'075 | 50'075 | 247'192 CHF | 247'693 CHF | 99.52% | 99.52% |
08.07.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 51'000 | 51'000 | 50'487 | 50'487 | 246'900 CHF | 247'405 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 51'500 | 51'500 | 50'725 | 50'725 | 245'743 CHF | 246'251 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 50'500 | 50'500 | 50'298 | 50'298 | 247'153 CHF | 247'657 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 51'000 | 51'000 | 50'655 | 50'655 | 245'793 CHF | 246'300 CHF | 100.00% | 100.00% |
02.07.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 50'500 | 50'500 | 50'059 | 50'059 | 246'908 CHF | 247'409 CHF | 99.94% | 99.94% |