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% | 5.54 CHF | 5.55 CHF | 108'000 | 108'000 | 107'864 | 107'864 | 599'135 CHF | 600'214 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 108'000 | 108'000 | 109'343 | 109'343 | 596'346 CHF | 597'439 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 5.47 CHF | 5.48 CHF | 110'000 | 110'000 | 109'483 | 109'483 | 595'449 CHF | 596'545 CHF | 99.97% | 99.97% |
10.07.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 110'000 | 110'000 | 109'718 | 109'718 | 592'376 CHF | 593'473 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 5.35 CHF | 5.36 CHF | 112'000 | 112'000 | 109'813 | 109'813 | 598'379 CHF | 599'477 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 110'000 | 110'000 | 107'941 | 107'941 | 602'048 CHF | 603'128 CHF | 100.00% | 100.00% |
05.07.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 108'000 | 108'000 | 107'700 | 107'700 | 602'595 CHF | 603'672 CHF | 99.99% | 99.99% |
04.07.2024 | 0.18% | 5.47 CHF | 5.48 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 600'077 CHF | 601'173 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 110'000 | 110'000 | 109'547 | 109'547 | 597'665 CHF | 598'761 CHF | 100.00% | 100.00% |
02.07.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 112'000 | 112'000 | 111'368 | 111'368 | 594'379 CHF | 595'493 CHF | 100.00% | 100.00% |