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 | 0.17% | 5.74 CHF | 5.75 CHF | 108'000 | 108'000 | 107'864 | 107'864 | 620'595 CHF | 621'674 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 5.77 CHF | 5.78 CHF | 108'000 | 108'000 | 109'343 | 109'343 | 618'053 CHF | 619'146 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 110'000 | 110'000 | 109'486 | 109'486 | 617'142 CHF | 618'237 CHF | 100.00% | 100.00% |
10.07.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 110'000 | 110'000 | 109'718 | 109'718 | 614'079 CHF | 615'176 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 112'000 | 112'000 | 109'814 | 109'814 | 620'079 CHF | 621'178 CHF | 100.00% | 100.00% |
08.07.2024 | 0.17% | 5.70 CHF | 5.71 CHF | 110'000 | 110'000 | 107'940 | 107'940 | 623'407 CHF | 624'487 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.75 CHF | 5.76 CHF | 108'000 | 108'000 | 107'700 | 107'700 | 623'914 CHF | 624'991 CHF | 100.00% | 100.00% |
04.07.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 621'690 CHF | 622'785 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 110'000 | 110'000 | 109'547 | 109'547 | 619'330 CHF | 620'425 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 112'000 | 112'000 | 111'367 | 111'367 | 616'331 CHF | 617'445 CHF | 99.99% | 99.99% |