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% | 5.22 CHF | 5.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'612'540 CHF | 523'509 CHF | 99.27% | 99.27% |
12.07.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'814'110 CHF | 563'822 CHF | 99.27% | 99.27% |
11.07.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'774'340 CHF | 555'867 CHF | 99.26% | 99.26% |
10.07.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'627'170 CHF | 526'433 CHF | 99.27% | 99.27% |
09.07.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'662'600 CHF | 533'521 CHF | 99.27% | 99.27% |
08.07.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'664'130 CHF | 533'826 CHF | 99.25% | 99.25% |
05.07.2024 | 0.18% | 5.40 CHF | 5.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'755'340 CHF | 552'069 CHF | 99.27% | 99.27% |
04.07.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'751'850 CHF | 551'370 CHF | 99.27% | 99.27% |
03.07.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'777'990 CHF | 556'599 CHF | 99.27% | 99.27% |
02.07.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'768'540 CHF | 554'707 CHF | 99.27% | 99.27% |