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% | 5.20 CHF | 5.21 CHF | 178'000 | 178'000 | 98'667 | 98'667 | 508'880 CHF | 509'869 CHF | 98.88% | 98.88% |
12.07.2024 | 0.21% | 5.06 CHF | 5.07 CHF | 180'000 | 180'000 | 100'727 | 100'727 | 500'384 CHF | 501'393 CHF | 99.99% | 99.99% |
11.07.2024 | 0.20% | 4.88 CHF | 4.89 CHF | 185'000 | 185'000 | 99'465 | 99'465 | 501'743 CHF | 502'744 CHF | 99.98% | 99.98% |
10.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 180'000 | 180'000 | 100'105 | 100'105 | 501'440 CHF | 502'444 CHF | 99.89% | 99.89% |
09.07.2024 | 0.21% | 4.93 CHF | 4.94 CHF | 183'000 | 183'000 | 101'096 | 101'096 | 498'906 CHF | 499'919 CHF | 99.43% | 99.43% |
08.07.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 185'000 | 185'000 | 102'228 | 102'228 | 497'893 CHF | 498'918 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.82 CHF | 4.83 CHF | 185'000 | 185'000 | 103'057 | 103'057 | 489'249 CHF | 490'282 CHF | 99.34% | 99.34% |
04.07.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 94'000 | 94'000 | 83'884 | 83'884 | 394'760 CHF | 395'599 CHF | 99.49% | 99.49% |
03.07.2024 | 0.22% | 4.69 CHF | 4.70 CHF | 190'000 | 190'000 | 104'685 | 104'685 | 489'240 CHF | 490'289 CHF | 99.35% | 99.35% |
02.07.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 190'000 | 190'000 | 105'805 | 105'805 | 484'132 CHF | 485'192 CHF | 100.00% | 100.00% |