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 | 0.27% | 5.68 CHF | 5.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 285'784 CHF | 286'546 CHF | 95.04% | 95.04% |
12.07.2024 | 0.25% | 5.70 CHF | 5.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 284'335 CHF | 285'045 CHF | 99.01% | 99.01% |
11.07.2024 | 0.25% | 5.63 CHF | 5.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 281'083 CHF | 281'797 CHF | 98.96% | 98.96% |
10.07.2024 | 0.24% | 5.54 CHF | 5.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 274'018 CHF | 274'688 CHF | 99.37% | 99.37% |
09.07.2024 | 0.24% | 5.41 CHF | 5.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 270'081 CHF | 270'729 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 5.49 CHF | 5.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 274'848 CHF | 275'513 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 5.46 CHF | 5.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 274'032 CHF | 274'685 CHF | 98.72% | 98.72% |
04.07.2024 | 0.23% | 5.51 CHF | 5.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 276'414 CHF | 277'062 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 5.50 CHF | 5.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 271'716 CHF | 272'374 CHF | 99.11% | 99.11% |
02.07.2024 | 0.26% | 5.35 CHF | 5.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 263'810 CHF | 264'486 CHF | 100.00% | 100.00% |