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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.18% | 5.81 CHF | 5.82 CHF | 150'000 | 100'000 | 148'594 | 99'063 | 839'319 CHF | 560'538 CHF | 99.99% | 99.99% |
11.07.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 150'000 | 100'000 | 148'591 | 99'061 | 818'275 CHF | 546'509 CHF | 99.79% | 99.79% |
10.07.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 150'000 | 100'000 | 148'590 | 99'060 | 798'954 CHF | 533'627 CHF | 99.88% | 99.88% |
09.07.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 150'000 | 100'000 | 148'595 | 99'062 | 802'628 CHF | 536'067 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 150'000 | 100'000 | 148'594 | 99'063 | 827'802 CHF | 552'860 CHF | 99.99% | 99.99% |
05.07.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 150'000 | 100'000 | 148'591 | 99'057 | 834'483 CHF | 557'295 CHF | 99.81% | 99.81% |
04.07.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 150'000 | 100'000 | 148'594 | 99'063 | 815'141 CHF | 544'419 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 150'000 | 100'000 | 148'592 | 99'061 | 798'920 CHF | 533'605 CHF | 99.84% | 99.84% |
02.07.2024 | 0.20% | 5.21 CHF | 5.22 CHF | 150'000 | 100'000 | 148'590 | 99'055 | 768'322 CHF | 513'179 CHF | 99.53% | 99.53% |
01.07.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 150'000 | 100'000 | 148'572 | 99'048 | 796'894 CHF | 532'254 CHF | 98.53% | 98.53% |