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% | 5.57 CHF | 5.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 278'086 CHF | 278'586 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 273'419 CHF | 273'919 CHF | 98.99% | 98.99% |
11.07.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 269'463 CHF | 269'963 CHF | 99.70% | 99.70% |
10.07.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 263'495 CHF | 263'995 CHF | 99.84% | 99.84% |
09.07.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 268'046 CHF | 268'546 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 267'341 CHF | 267'841 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 263'908 CHF | 264'408 CHF | 100.00% | 100.00% |
04.07.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 262'481 CHF | 262'981 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 256'355 CHF | 256'855 CHF | 99.51% | 99.51% |
02.07.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 250'232 CHF | 250'732 CHF | 99.98% | 99.98% |