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% | 5.69 CHF | 5.70 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 372'107 CHF | 372'762 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 374'125 CHF | 374'770 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 65'000 | 65'000 | 64'840 | 64'840 | 370'831 CHF | 371'480 CHF | 99.90% | 99.90% |
10.07.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 65'000 | 65'000 | 65'355 | 65'355 | 369'603 CHF | 370'258 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 65'000 | 65'000 | 65'161 | 65'161 | 371'503 CHF | 372'156 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 5.76 CHF | 5.77 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 369'319 CHF | 369'964 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 64'000 | 64'000 | 63'399 | 63'399 | 373'042 CHF | 373'677 CHF | 99.87% | 99.87% |
04.07.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 64'000 | 64'000 | 63'458 | 63'458 | 371'012 CHF | 371'648 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 65'000 | 65'000 | 63'763 | 63'763 | 371'062 CHF | 371'700 CHF | 100.00% | 100.00% |
02.07.2024 | 0.17% | 5.86 CHF | 5.87 CHF | 64'000 | 64'000 | 62'798 | 62'798 | 371'176 CHF | 371'805 CHF | 99.72% | 99.72% |