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% | 5.08 CHF | 5.09 CHF | 112'000 | 112'000 | 111'696 | 111'696 | 571'604 CHF | 572'721 CHF | 99.99% | 99.99% |
12.07.2024 | 0.20% | 5.24 CHF | 5.25 CHF | 112'000 | 112'000 | 113'200 | 113'200 | 568'957 CHF | 570'089 CHF | 99.99% | 99.99% |
11.07.2024 | 0.21% | 4.93 CHF | 4.94 CHF | 116'000 | 116'000 | 115'408 | 115'408 | 561'529 CHF | 562'683 CHF | 100.00% | 100.00% |
10.07.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 116'000 | 116'000 | 117'127 | 117'127 | 555'555 CHF | 556'727 CHF | 99.99% | 99.99% |
09.07.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 120'000 | 120'000 | 117'142 | 117'142 | 555'563 CHF | 556'735 CHF | 99.69% | 99.69% |
08.07.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 116'000 | 116'000 | 115'518 | 115'518 | 564'530 CHF | 565'685 CHF | 99.28% | 99.28% |
05.07.2024 | 0.20% | 4.86 CHF | 4.87 CHF | 116'000 | 116'000 | 113'962 | 113'962 | 564'878 CHF | 566'017 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 4.89 CHF | 4.90 CHF | 116'000 | 116'000 | 115'520 | 115'520 | 561'434 CHF | 562'590 CHF | 99.57% | 99.57% |
03.07.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 116'000 | 116'000 | 116'265 | 116'265 | 558'565 CHF | 559'728 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 118'000 | 118'000 | 117'513 | 117'513 | 558'099 CHF | 559'274 CHF | 99.98% | 99.98% |