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% | 5.03 CHF | 5.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'518'340 CHF | 2'523'340 CHF | 100.00% | 100.00% |
12.07.2024 | 0.19% | 5.13 CHF | 5.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'578'070 CHF | 2'583'070 CHF | 99.99% | 99.99% |
11.07.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 500'000 | 500'000 | 499'529 | 499'529 | 2'530'010 CHF | 2'535'010 CHF | 99.99% | 99.99% |
10.07.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'499'110 CHF | 2'504'110 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'521'760 CHF | 2'526'760 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'540'290 CHF | 2'545'290 CHF | 99.99% | 99.99% |
05.07.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'613'940 CHF | 2'618'940 CHF | 100.00% | 100.00% |
04.07.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'594'880 CHF | 2'599'880 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.15 CHF | 5.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'581'170 CHF | 2'586'170 CHF | 100.00% | 100.00% |
02.07.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'625'510 CHF | 2'630'510 CHF | 99.99% | 99.99% |