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% | 5.45 CHF | 5.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 272'556 CHF | 273'056 CHF | 100.00% | 100.00% |
12.07.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 267'851 CHF | 268'351 CHF | 98.99% | 98.99% |
11.07.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 263'929 CHF | 264'429 CHF | 99.75% | 99.75% |
10.07.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 257'955 CHF | 258'455 CHF | 99.85% | 99.85% |
09.07.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 262'546 CHF | 263'046 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 261'766 CHF | 262'266 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 5.11 CHF | 5.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 258'379 CHF | 258'879 CHF | 100.00% | 100.00% |
04.07.2024 | 0.19% | 5.15 CHF | 5.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 256'907 CHF | 257'407 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 250'798 CHF | 251'298 CHF | 99.51% | 99.51% |
02.07.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 244'672 CHF | 245'172 CHF | 99.95% | 99.95% |