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% | 5.37 CHF | 5.38 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 684'123 CHF | 685'373 CHF | 99.01% | 99.01% |
12.07.2024 | 0.17% | 5.76 CHF | 5.77 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 756'757 CHF | 758'007 CHF | 98.63% | 98.63% |
11.07.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 673'638 CHF | 674'888 CHF | 96.55% | 96.55% |
10.07.2024 | 0.18% | 5.44 CHF | 5.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 675'375 CHF | 676'625 CHF | 95.13% | 95.13% |
09.07.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 710'228 CHF | 711'478 CHF | 98.67% | 98.67% |
08.07.2024 | 0.17% | 5.60 CHF | 5.61 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 720'735 CHF | 721'985 CHF | 98.56% | 98.56% |
05.07.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 719'371 CHF | 720'621 CHF | 99.16% | 99.16% |
04.07.2024 | 0.17% | 5.86 CHF | 5.87 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 739'333 CHF | 740'583 CHF | 99.18% | 99.18% |
03.07.2024 | 0.16% | 5.94 CHF | 5.95 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 765'565 CHF | 766'815 CHF | 98.42% | 98.42% |
02.07.2024 | 0.15% | 6.38 CHF | 6.39 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 860'725 CHF | 861'975 CHF | 80.18% | 80.18% |