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% | 5.96 CHF | 5.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 301'471 CHF | 301'971 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 6.01 CHF | 6.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 293'879 CHF | 294'379 CHF | 99.01% | 99.01% |
11.07.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 288'233 CHF | 288'733 CHF | 99.77% | 99.77% |
10.07.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 281'014 CHF | 281'514 CHF | 99.85% | 99.85% |
09.07.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 283'591 CHF | 284'091 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 282'349 CHF | 282'849 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 5.60 CHF | 5.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 286'305 CHF | 286'805 CHF | 100.00% | 100.00% |
04.07.2024 | 0.17% | 5.74 CHF | 5.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 286'391 CHF | 286'891 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 283'880 CHF | 284'380 CHF | 99.51% | 99.51% |
02.07.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 277'490 CHF | 277'990 CHF | 99.93% | 99.93% |