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% | 5.87 CHF | 5.88 CHF | 108'000 | 108'000 | 107'862 | 107'862 | 634'844 CHF | 635'923 CHF | 99.99% | 99.99% |
12.07.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 108'000 | 108'000 | 109'343 | 109'343 | 632'478 CHF | 633'572 CHF | 100.00% | 100.00% |
11.07.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 110'000 | 110'000 | 109'485 | 109'485 | 631'593 CHF | 632'688 CHF | 99.98% | 99.98% |
10.07.2024 | 0.17% | 5.74 CHF | 5.75 CHF | 110'000 | 110'000 | 109'720 | 109'720 | 628'536 CHF | 629'633 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 5.68 CHF | 5.69 CHF | 112'000 | 112'000 | 109'813 | 109'813 | 634'544 CHF | 635'642 CHF | 100.00% | 100.00% |
08.07.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 110'000 | 110'000 | 107'940 | 107'940 | 637'542 CHF | 638'622 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 108'000 | 108'000 | 107'700 | 107'700 | 638'049 CHF | 639'126 CHF | 99.99% | 99.99% |
04.07.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 636'144 CHF | 637'239 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 5.82 CHF | 5.83 CHF | 110'000 | 110'000 | 109'547 | 109'547 | 633'717 CHF | 634'813 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 112'000 | 112'000 | 111'368 | 111'368 | 630'907 CHF | 632'021 CHF | 99.99% | 99.99% |