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% | 5.18 CHF | 5.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 258'695 CHF | 259'195 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 254'015 CHF | 254'515 CHF | 98.99% | 98.99% |
11.07.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 250'058 CHF | 250'558 CHF | 99.69% | 99.69% |
10.07.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 244'098 CHF | 244'598 CHF | 99.85% | 99.85% |
09.07.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 248'633 CHF | 249'133 CHF | 99.99% | 99.99% |
08.07.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 247'928 CHF | 248'428 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 4.83 CHF | 4.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 244'502 CHF | 245'002 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 243'075 CHF | 243'575 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 236'944 CHF | 237'444 CHF | 99.51% | 99.51% |
02.07.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 230'833 CHF | 231'333 CHF | 99.96% | 99.96% |