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% | 5.26 CHF | 5.27 CHF | 108'000 | 108'000 | 107'862 | 107'862 | 568'594 CHF | 569'673 CHF | 100.00% | 100.00% |
12.07.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 108'000 | 108'000 | 109'343 | 109'343 | 565'418 CHF | 566'512 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 110'000 | 110'000 | 109'487 | 109'487 | 564'505 CHF | 565'600 CHF | 100.00% | 100.00% |
10.07.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 110'000 | 110'000 | 109'720 | 109'720 | 561'427 CHF | 562'524 CHF | 100.00% | 100.00% |
09.07.2024 | 0.19% | 5.07 CHF | 5.08 CHF | 112'000 | 112'000 | 109'814 | 109'814 | 567'404 CHF | 568'502 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 110'000 | 110'000 | 107'940 | 107'940 | 571'695 CHF | 572'774 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 108'000 | 108'000 | 107'700 | 107'700 | 572'290 CHF | 573'367 CHF | 99.99% | 99.99% |
04.07.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 569'163 CHF | 570'258 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 566'802 CHF | 567'897 CHF | 99.80% | 99.80% |
02.07.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 112'000 | 112'000 | 111'367 | 111'367 | 563'084 CHF | 564'198 CHF | 99.89% | 99.89% |