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% | 5.40 CHF | 5.41 CHF | 108'000 | 108'000 | 107'863 | 107'863 | 584'128 CHF | 585'206 CHF | 99.99% | 99.99% |
12.07.2024 | 0.19% | 5.43 CHF | 5.44 CHF | 108'000 | 108'000 | 109'343 | 109'343 | 581'097 CHF | 582'191 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 110'000 | 110'000 | 109'488 | 109'488 | 580'274 CHF | 581'369 CHF | 100.00% | 100.00% |
10.07.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 110'000 | 110'000 | 109'718 | 109'718 | 577'120 CHF | 578'217 CHF | 99.99% | 99.99% |
09.07.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 112'000 | 112'000 | 109'813 | 109'813 | 583'186 CHF | 584'284 CHF | 99.99% | 99.99% |
08.07.2024 | 0.18% | 5.36 CHF | 5.37 CHF | 110'000 | 110'000 | 107'940 | 107'940 | 587'070 CHF | 588'150 CHF | 99.99% | 99.99% |
05.07.2024 | 0.18% | 5.41 CHF | 5.42 CHF | 108'000 | 108'000 | 107'700 | 107'700 | 587'664 CHF | 588'741 CHF | 99.99% | 99.99% |
04.07.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 584'886 CHF | 585'982 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 110'000 | 110'000 | 109'547 | 109'547 | 582'486 CHF | 583'582 CHF | 100.00% | 100.00% |
02.07.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 112'000 | 112'000 | 111'367 | 111'367 | 578'975 CHF | 580'089 CHF | 99.98% | 99.98% |