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 | 0.19% | 5.42 CHF | 5.43 CHF | 178'000 | 178'000 | 98'669 | 98'669 | 530'379 CHF | 531'367 CHF | 98.87% | 98.87% |
12.07.2024 | 0.20% | 5.28 CHF | 5.29 CHF | 180'000 | 180'000 | 100'720 | 100'720 | 522'263 CHF | 523'272 CHF | 99.98% | 99.98% |
11.07.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 185'000 | 185'000 | 99'465 | 99'465 | 523'376 CHF | 524'378 CHF | 99.99% | 99.99% |
10.07.2024 | 0.20% | 5.26 CHF | 5.27 CHF | 180'000 | 180'000 | 100'105 | 100'105 | 523'347 CHF | 524'351 CHF | 99.89% | 99.89% |
09.07.2024 | 0.20% | 5.15 CHF | 5.16 CHF | 183'000 | 183'000 | 101'094 | 101'094 | 520'989 CHF | 522'002 CHF | 99.43% | 99.43% |
08.07.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 185'000 | 185'000 | 102'230 | 102'230 | 520'190 CHF | 521'215 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 5.04 CHF | 5.05 CHF | 185'000 | 185'000 | 103'057 | 103'057 | 511'765 CHF | 512'798 CHF | 99.34% | 99.34% |
04.07.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 94'000 | 94'000 | 83'884 | 83'884 | 413'035 CHF | 413'874 CHF | 99.49% | 99.49% |
03.07.2024 | 0.21% | 4.91 CHF | 4.92 CHF | 190'000 | 190'000 | 104'686 | 104'686 | 512'174 CHF | 513'223 CHF | 99.35% | 99.35% |
02.07.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 190'000 | 190'000 | 105'805 | 105'805 | 507'363 CHF | 508'423 CHF | 100.00% | 100.00% |