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% | 5.66 CHF | 5.67 CHF | 42'000 | 42'000 | 41'947 | 41'947 | 235'976 CHF | 236'396 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 234'774 CHF | 235'194 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 42'000 | 42'000 | 41'975 | 41'975 | 235'468 CHF | 235'888 CHF | 100.00% | 100.00% |
10.07.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 234'352 CHF | 234'773 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 233'539 CHF | 233'959 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 234'340 CHF | 234'753 CHF | 100.00% | 100.00% |
05.07.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 235'459 CHF | 235'878 CHF | 100.00% | 100.00% |
04.07.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 234'478 CHF | 234'898 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 234'863 CHF | 235'291 CHF | 100.00% | 100.00% |
02.07.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 43'000 | 43'000 | 43'496 | 43'496 | 232'203 CHF | 232'637 CHF | 99.99% | 99.99% |