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 | 0.18% | 5.45 CHF | 5.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'725'330 CHF | 2'730'330 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'785'820 CHF | 2'790'820 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 500'000 | 500'000 | 499'520 | 499'520 | 2'737'320 CHF | 2'742'320 CHF | 99.98% | 99.98% |
10.07.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'707'010 CHF | 2'712'010 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'730'230 CHF | 2'735'230 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'747'690 CHF | 2'752'690 CHF | 100.00% | 100.00% |
05.07.2024 | 0.18% | 5.68 CHF | 5.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'822'480 CHF | 2'827'480 CHF | 100.00% | 100.00% |
04.07.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'803'370 CHF | 2'808'370 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'790'040 CHF | 2'795'040 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'834'720 CHF | 2'839'720 CHF | 100.00% | 100.00% |