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% | 5.55 CHF | 5.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'776'330 CHF | 2'781'330 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'836'840 CHF | 2'841'840 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 500'000 | 500'000 | 499'531 | 499'531 | 2'788'430 CHF | 2'793'430 CHF | 99.98% | 99.98% |
10.07.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'758'050 CHF | 2'763'050 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'780'850 CHF | 2'785'850 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'798'170 CHF | 2'803'170 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'873'150 CHF | 2'878'150 CHF | 100.00% | 100.00% |
04.07.2024 | 0.18% | 5.75 CHF | 5.76 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'854'230 CHF | 2'859'230 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'841'660 CHF | 2'846'660 CHF | 100.00% | 100.00% |
02.07.2024 | 0.17% | 5.72 CHF | 5.73 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'886'230 CHF | 2'891'230 CHF | 99.99% | 99.99% |