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 | 0.20% | 4.98 CHF | 4.99 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 635'129 CHF | 636'379 CHF | 99.01% | 99.01% |
12.07.2024 | 0.18% | 5.37 CHF | 5.38 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 707'716 CHF | 708'966 CHF | 98.80% | 98.80% |
11.07.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 624'542 CHF | 625'792 CHF | 96.51% | 96.51% |
10.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 626'228 CHF | 627'478 CHF | 95.14% | 95.14% |
09.07.2024 | 0.19% | 5.13 CHF | 5.14 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 661'095 CHF | 662'345 CHF | 98.68% | 98.68% |
08.07.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 671'668 CHF | 672'918 CHF | 98.58% | 98.58% |
05.07.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 670'184 CHF | 671'434 CHF | 99.17% | 99.17% |
04.07.2024 | 0.18% | 5.47 CHF | 5.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 690'026 CHF | 691'276 CHF | 99.17% | 99.17% |
03.07.2024 | 0.17% | 5.55 CHF | 5.56 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 716'111 CHF | 717'361 CHF | 98.42% | 98.42% |
02.07.2024 | 0.15% | 5.98 CHF | 5.99 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 811'214 CHF | 812'464 CHF | 80.18% | 80.18% |