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 | 0.25% | 5.88 CHF | 5.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'766'940 CHF | 590'481 CHF | 99.11% | 99.11% |
12.07.2024 | 0.26% | 6.02 CHF | 6.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'747'120 CHF | 583'874 CHF | 99.21% | 99.21% |
11.07.2024 | 0.25% | 5.84 CHF | 5.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'776'270 CHF | 593'590 CHF | 98.30% | 98.30% |
10.07.2024 | 0.26% | 5.89 CHF | 5.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'712'930 CHF | 572'476 CHF | 96.77% | 96.77% |
09.07.2024 | 0.26% | 5.63 CHF | 5.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'712'830 CHF | 572'442 CHF | 99.19% | 99.19% |
08.07.2024 | 0.27% | 5.51 CHF | 5.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'644'580 CHF | 549'693 CHF | 99.20% | 99.20% |
05.07.2024 | 0.29% | 5.38 CHF | 5.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'538'910 CHF | 514'471 CHF | 99.20% | 99.20% |
04.07.2024 | 0.30% | 5.03 CHF | 5.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'522'670 CHF | 509'058 CHF | 99.23% | 99.23% |
03.07.2024 | 0.30% | 5.07 CHF | 5.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'522'880 CHF | 509'126 CHF | 99.08% | 99.08% |
02.07.2024 | 0.31% | 4.84 CHF | 4.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'428'020 CHF | 477'506 CHF | 99.16% | 99.16% |