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% | 5.02 CHF | 5.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 735'330 CHF | 736'830 CHF | 99.99% | 99.99% |
12.07.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 150'000 | 150'000 | 150'000 | 149'992 | 738'263 CHF | 739'726 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 5.31 CHF | 5.32 CHF | 150'000 | 150'000 | 149'863 | 149'863 | 765'786 CHF | 767'286 CHF | 99.97% | 99.97% |
10.07.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 755'332 CHF | 756'832 CHF | 99.99% | 99.99% |
09.07.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 756'897 CHF | 758'397 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 757'254 CHF | 758'754 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 737'752 CHF | 739'252 CHF | 99.97% | 99.97% |
04.07.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 718'435 CHF | 719'935 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 150'000 | 150'000 | 149'997 | 150'000 | 712'222 CHF | 713'737 CHF | 100.00% | 100.00% |
02.07.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 656'192 CHF | 657'692 CHF | 99.99% | 99.99% |