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 | 0.20% | 4.99 CHF | 5.00 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 326'163 CHF | 326'818 CHF | 99.99% | 99.99% |
12.07.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 328'848 CHF | 329'493 CHF | 99.98% | 99.98% |
11.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 65'000 | 65'000 | 64'819 | 64'819 | 325'085 CHF | 325'734 CHF | 99.82% | 99.82% |
10.07.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 65'000 | 65'000 | 65'353 | 65'353 | 323'501 CHF | 324'155 CHF | 99.85% | 99.85% |
09.07.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 65'000 | 65'000 | 65'128 | 65'128 | 325'380 CHF | 326'032 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 65'000 | 65'000 | 64'388 | 64'388 | 324'037 CHF | 324'681 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 328'352 CHF | 328'987 CHF | 100.00% | 100.00% |
04.07.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 64'000 | 64'000 | 63'448 | 63'448 | 326'127 CHF | 326'763 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 65'000 | 65'000 | 63'728 | 63'728 | 325'734 CHF | 326'372 CHF | 100.00% | 100.00% |
02.07.2024 | 0.19% | 5.15 CHF | 5.16 CHF | 64'000 | 64'000 | 62'798 | 62'798 | 326'631 CHF | 327'260 CHF | 99.72% | 99.72% |