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 | 0.19% | 5.35 CHF | 5.36 CHF | 42'000 | 42'000 | 41'946 | 41'946 | 222'963 CHF | 223'383 CHF | 100.00% | 100.00% |
12.07.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 221'831 CHF | 222'251 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 42'000 | 42'000 | 41'976 | 41'976 | 222'553 CHF | 222'973 CHF | 99.98% | 99.98% |
10.07.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 221'362 CHF | 221'782 CHF | 100.00% | 100.00% |
09.07.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 220'560 CHF | 220'980 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 221'575 CHF | 221'988 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 222'558 CHF | 222'978 CHF | 99.99% | 99.99% |
04.07.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 221'487 CHF | 221'907 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.17 CHF | 5.18 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 221'624 CHF | 222'052 CHF | 100.00% | 100.00% |
02.07.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 43'000 | 43'000 | 43'496 | 43'496 | 218'876 CHF | 219'311 CHF | 100.00% | 100.00% |