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 | 0.20% | 5.07 CHF | 5.08 CHF | 112'000 | 112'000 | 111'696 | 111'696 | 570'321 CHF | 571'438 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 5.22 CHF | 5.23 CHF | 112'000 | 112'000 | 113'200 | 113'200 | 567'593 CHF | 568'725 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 116'000 | 116'000 | 115'407 | 115'407 | 560'154 CHF | 561'309 CHF | 99.99% | 99.99% |
10.07.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 116'000 | 116'000 | 117'127 | 117'127 | 554'091 CHF | 555'262 CHF | 99.99% | 99.99% |
09.07.2024 | 0.21% | 4.62 CHF | 4.63 CHF | 120'000 | 120'000 | 117'160 | 117'160 | 554'226 CHF | 555'398 CHF | 99.73% | 99.73% |
08.07.2024 | 0.20% | 4.85 CHF | 4.86 CHF | 116'000 | 116'000 | 115'518 | 115'518 | 563'183 CHF | 564'338 CHF | 99.32% | 99.32% |
05.07.2024 | 0.20% | 4.85 CHF | 4.86 CHF | 116'000 | 116'000 | 113'962 | 113'962 | 563'546 CHF | 564'686 CHF | 99.98% | 99.98% |
04.07.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 116'000 | 116'000 | 115'520 | 115'520 | 560'088 CHF | 561'243 CHF | 99.66% | 99.66% |
03.07.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 116'000 | 116'000 | 116'265 | 116'265 | 557'107 CHF | 558'269 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 118'000 | 118'000 | 117'513 | 117'513 | 556'694 CHF | 557'869 CHF | 100.00% | 100.00% |