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 | 0.19% | 5.27 CHF | 5.28 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 344'663 CHF | 345'318 CHF | 100.00% | 100.00% |
12.07.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 65'000 | 65'000 | 64'391 | 64'391 | 347'093 CHF | 347'738 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 65'000 | 65'000 | 64'836 | 64'836 | 343'534 CHF | 344'183 CHF | 99.59% | 99.59% |
10.07.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 65'000 | 65'000 | 65'354 | 65'354 | 342'070 CHF | 342'724 CHF | 100.00% | 100.00% |
09.07.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 65'000 | 65'000 | 65'074 | 65'074 | 343'594 CHF | 344'245 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 342'263 CHF | 342'908 CHF | 100.00% | 100.00% |
05.07.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 346'351 CHF | 346'986 CHF | 100.00% | 100.00% |
04.07.2024 | 0.19% | 5.47 CHF | 5.48 CHF | 64'000 | 64'000 | 63'444 | 63'444 | 344'150 CHF | 344'785 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 65'000 | 65'000 | 63'773 | 63'773 | 344'166 CHF | 344'805 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 5.44 CHF | 5.45 CHF | 64'000 | 64'000 | 62'794 | 62'794 | 344'546 CHF | 345'174 CHF | 99.92% | 99.92% |