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 | 0.27% | 5.62 CHF | 5.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'688'290 CHF | 564'264 CHF | 99.12% | 99.12% |
12.07.2024 | 0.27% | 5.76 CHF | 5.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'668'430 CHF | 557'642 CHF | 99.19% | 99.19% |
11.07.2024 | 0.26% | 5.58 CHF | 5.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'697'520 CHF | 567'339 CHF | 98.28% | 98.28% |
10.07.2024 | 0.28% | 5.62 CHF | 5.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'634'030 CHF | 546'177 CHF | 96.77% | 96.77% |
09.07.2024 | 0.28% | 5.37 CHF | 5.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'634'000 CHF | 546'165 CHF | 99.20% | 99.20% |
08.07.2024 | 0.29% | 5.25 CHF | 5.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'565'990 CHF | 523'496 CHF | 99.22% | 99.22% |
05.07.2024 | 0.31% | 5.11 CHF | 5.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'460'040 CHF | 488'180 CHF | 99.17% | 99.17% |
04.07.2024 | 0.31% | 4.77 CHF | 4.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'443'640 CHF | 482'713 CHF | 99.23% | 99.23% |
03.07.2024 | 0.31% | 4.80 CHF | 4.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'443'700 CHF | 482'735 CHF | 99.09% | 99.09% |
02.07.2024 | 0.33% | 4.58 CHF | 4.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'348'790 CHF | 451'097 CHF | 99.18% | 99.18% |