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 | 0.32% | 5.24 CHF | 5.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 539'188 CHF | 540'942 CHF | 95.49% | 95.49% |
12.07.2024 | 0.30% | 5.42 CHF | 5.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 531'992 CHF | 533'593 CHF | 98.29% | 98.29% |
11.07.2024 | 0.35% | 5.20 CHF | 5.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 517'218 CHF | 519'016 CHF | 97.43% | 97.43% |
10.07.2024 | 0.33% | 4.97 CHF | 4.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 482'614 CHF | 484'210 CHF | 99.87% | 99.87% |
09.07.2024 | 0.33% | 4.77 CHF | 4.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 487'215 CHF | 488'813 CHF | 99.49% | 99.49% |
08.07.2024 | 0.33% | 4.79 CHF | 4.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 479'546 CHF | 481'135 CHF | 99.33% | 99.33% |
05.07.2024 | 0.33% | 4.70 CHF | 4.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 483'552 CHF | 485'164 CHF | 99.48% | 99.48% |
04.07.2024 | 0.34% | 4.86 CHF | 4.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 480'212 CHF | 481'832 CHF | 99.66% | 99.66% |
03.07.2024 | 0.34% | 4.76 CHF | 4.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 474'711 CHF | 476'307 CHF | 99.21% | 99.21% |
02.07.2024 | 0.35% | 4.70 CHF | 4.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 459'120 CHF | 460'750 CHF | 99.84% | 99.84% |