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 | 0.20% | 5.02 CHF | 5.03 CHF | 108'000 | 108'000 | 107'864 | 107'864 | 543'481 CHF | 544'560 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 108'000 | 108'000 | 109'343 | 109'343 | 539'991 CHF | 541'084 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 110'000 | 110'000 | 109'483 | 109'483 | 539'145 CHF | 540'241 CHF | 99.99% | 99.99% |
10.07.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 110'000 | 110'000 | 109'718 | 109'718 | 536'080 CHF | 537'178 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 4.83 CHF | 4.84 CHF | 112'000 | 112'000 | 109'814 | 109'814 | 542'028 CHF | 543'126 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 110'000 | 110'000 | 107'940 | 107'940 | 546'757 CHF | 547'836 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 108'000 | 108'000 | 107'700 | 107'700 | 547'344 CHF | 548'422 CHF | 99.99% | 99.99% |
04.07.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 543'872 CHF | 544'967 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 110'000 | 110'000 | 109'547 | 109'547 | 541'481 CHF | 542'576 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 112'000 | 112'000 | 111'368 | 111'368 | 537'448 CHF | 538'562 CHF | 100.00% | 100.00% |