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 | 0.05% | 5.82 CHF | 5.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 148'302 CHF | 148'377 CHF | 96.86% | 96.86% |
12.07.2024 | 0.05% | 5.93 CHF | 5.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 143'321 CHF | 143'396 CHF | 93.85% | 93.85% |
11.07.2024 | 0.05% | 5.77 CHF | 5.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 148'078 CHF | 148'153 CHF | 96.14% | 96.14% |
10.07.2024 | 0.05% | 5.85 CHF | 5.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 142'910 CHF | 142'985 CHF | 96.72% | 96.72% |
09.07.2024 | 0.05% | 5.69 CHF | 5.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 144'664 CHF | 144'739 CHF | 98.88% | 98.88% |
08.07.2024 | 0.05% | 5.81 CHF | 5.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 146'418 CHF | 146'493 CHF | 96.03% | 96.03% |
05.07.2024 | 0.05% | 5.78 CHF | 5.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 145'251 CHF | 145'326 CHF | 98.95% | 98.95% |
04.07.2024 | 0.05% | 5.71 CHF | 5.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 143'514 CHF | 143'589 CHF | 99.17% | 99.17% |
03.07.2024 | 0.05% | 5.73 CHF | 5.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 142'825 CHF | 142'900 CHF | 92.22% | 92.22% |
02.07.2024 | 0.06% | 5.50 CHF | 5.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 135'118 CHF | 135'193 CHF | 99.92% | 99.92% |