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% | 5.24 CHF | 5.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'309'430 CHF | 524'773 CHF | 99.37% | 99.37% |
12.07.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'285'830 CHF | 515'331 CHF | 99.38% | 99.38% |
11.07.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'266'290 CHF | 507'515 CHF | 99.37% | 99.37% |
10.07.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'236'480 CHF | 495'591 CHF | 99.36% | 99.36% |
09.07.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'259'120 CHF | 504'648 CHF | 99.38% | 99.38% |
08.07.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'255'580 CHF | 503'233 CHF | 99.37% | 99.37% |
05.07.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'238'580 CHF | 496'433 CHF | 99.14% | 99.14% |
04.07.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'231'280 CHF | 493'513 CHF | 99.38% | 99.38% |
03.07.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'200'670 CHF | 481'267 CHF | 99.38% | 99.38% |
02.07.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'170'170 CHF | 469'070 CHF | 99.37% | 99.37% |