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% | 5.40 CHF | 5.41 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 353'611 CHF | 354'265 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 355'874 CHF | 356'519 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.46 CHF | 5.47 CHF | 65'000 | 65'000 | 64'814 | 64'814 | 352'302 CHF | 352'951 CHF | 99.87% | 99.87% |
10.07.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 65'000 | 65'000 | 65'352 | 65'352 | 351'022 CHF | 351'677 CHF | 100.00% | 100.00% |
09.07.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 65'000 | 65'000 | 65'102 | 65'102 | 352'672 CHF | 353'324 CHF | 99.99% | 99.99% |
08.07.2024 | 0.19% | 5.48 CHF | 5.49 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 351'076 CHF | 351'721 CHF | 100.00% | 100.00% |
05.07.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 355'005 CHF | 355'639 CHF | 100.00% | 100.00% |
04.07.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 64'000 | 64'000 | 63'455 | 63'455 | 352'912 CHF | 353'547 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 65'000 | 65'000 | 63'777 | 63'777 | 352'972 CHF | 353'611 CHF | 99.97% | 99.97% |
02.07.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 64'000 | 64'000 | 62'783 | 62'783 | 353'155 CHF | 353'783 CHF | 99.74% | 99.74% |