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 | 0.18% | 5.44 CHF | 5.45 CHF | 365'200 | 365'200 | 366'522 | 366'522 | 1'981'620 CHF | 1'985'280 CHF | 100.00% | 100.00% |
12.07.2024 | 0.19% | 5.40 CHF | 5.41 CHF | 367'500 | 367'500 | 370'021 | 370'021 | 1'986'060 CHF | 1'989'760 CHF | 99.85% | 99.85% |
11.07.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 371'700 | 371'700 | 373'460 | 373'460 | 1'984'940 CHF | 1'988'670 CHF | 71.50% | 71.50% |
10.07.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 375'800 | 375'800 | 376'694 | 376'694 | 1'966'960 CHF | 1'970'730 CHF | 99.38% | 99.38% |
09.07.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 377'400 | 377'400 | 375'544 | 375'544 | 1'959'370 CHF | 1'963'130 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 375'100 | 375'100 | 375'819 | 375'819 | 1'972'030 CHF | 1'975'790 CHF | 99.99% | 99.99% |
05.07.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 376'400 | 376'400 | 378'080 | 378'080 | 1'980'210 CHF | 1'984'000 CHF | 99.99% | 99.99% |
04.07.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 379'300 | 379'300 | 382'593 | 382'593 | 1'984'990 CHF | 1'988'820 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 384'800 | 384'800 | 387'670 | 387'670 | 1'989'580 CHF | 1'993'460 CHF | 100.00% | 100.00% |
02.07.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 389'600 | 389'600 | 387'386 | 387'386 | 1'949'140 CHF | 1'953'010 CHF | 99.94% | 99.94% |