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 | 0.23% | 5.25 CHF | 5.26 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 52'423 CHF | 26'273 CHF | 99.97% | 99.97% |
12.07.2024 | 0.23% | 5.25 CHF | 5.27 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 53'378 CHF | 26'750 CHF | 99.99% | 99.99% |
11.07.2024 | 0.23% | 5.40 CHF | 5.41 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 53'582 CHF | 26'853 CHF | 35.04% | 35.04% |
10.07.2024 | 0.23% | 5.30 CHF | 5.31 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 52'735 CHF | 26'429 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 5.28 CHF | 5.29 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 52'684 CHF | 26'405 CHF | 99.99% | 99.99% |
08.07.2024 | 0.25% | 5.36 CHF | 5.37 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 53'750 CHF | 26'943 CHF | 99.96% | 99.96% |
05.07.2024 | 0.24% | 5.67 CHF | 5.69 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 59'875 CHF | 30'008 CHF | 82.50% | 82.50% |
04.07.2024 | 0.22% | 6.36 CHF | 6.37 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 61'436 CHF | 30'785 CHF | 99.17% | 99.17% |
03.07.2024 | 0.24% | 5.65 CHF | 5.67 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 57'484 CHF | 28'811 CHF | 99.98% | 99.98% |
02.07.2024 | 0.22% | 5.85 CHF | 5.87 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 59'956 CHF | 30'045 CHF | 99.95% | 99.95% |