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% | 5.65 CHF | 5.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 286'068 CHF | 286'568 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 278'468 CHF | 278'968 CHF | 99.00% | 99.00% |
11.07.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 272'941 CHF | 273'441 CHF | 99.98% | 99.98% |
10.07.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 265'657 CHF | 266'157 CHF | 99.85% | 99.85% |
09.07.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 268'187 CHF | 268'687 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 267'030 CHF | 267'530 CHF | 100.00% | 100.00% |
05.07.2024 | 0.18% | 5.30 CHF | 5.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 270'901 CHF | 271'401 CHF | 100.00% | 100.00% |
04.07.2024 | 0.18% | 5.44 CHF | 5.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 271'094 CHF | 271'594 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 268'577 CHF | 269'077 CHF | 99.25% | 99.25% |
02.07.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 262'188 CHF | 262'688 CHF | 99.97% | 99.97% |