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% | 5.15 CHF | 5.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'576'480 CHF | 2'581'480 CHF | 100.00% | 100.00% |
12.07.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'636'700 CHF | 2'641'700 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 500'000 | 500'000 | 499'514 | 499'514 | 2'588'100 CHF | 2'593'100 CHF | 99.98% | 99.98% |
10.07.2024 | 0.20% | 5.19 CHF | 5.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'557'370 CHF | 2'562'370 CHF | 100.00% | 100.00% |
09.07.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'580'640 CHF | 2'585'640 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'598'330 CHF | 2'603'330 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'672'810 CHF | 2'677'810 CHF | 99.98% | 99.98% |
04.07.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'653'320 CHF | 2'658'320 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'639'740 CHF | 2'644'740 CHF | 100.00% | 100.00% |
02.07.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'684'610 CHF | 2'689'610 CHF | 100.00% | 100.00% |