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% | 5.31 CHF | 5.32 CHF | 42'000 | 42'000 | 41'947 | 41'947 | 221'529 CHF | 221'948 CHF | 100.00% | 100.00% |
12.07.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 220'401 CHF | 220'821 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 42'000 | 42'000 | 41'976 | 41'976 | 221'131 CHF | 221'551 CHF | 100.00% | 100.00% |
10.07.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 219'918 CHF | 220'338 CHF | 100.00% | 100.00% |
09.07.2024 | 0.19% | 5.17 CHF | 5.18 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 219'122 CHF | 219'542 CHF | 99.99% | 99.99% |
08.07.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 220'270 CHF | 220'683 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 221'154 CHF | 221'574 CHF | 100.00% | 100.00% |
04.07.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 220'053 CHF | 220'473 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 5.14 CHF | 5.15 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 220'216 CHF | 220'644 CHF | 100.00% | 100.00% |
02.07.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 43'000 | 43'000 | 43'495 | 43'495 | 217'346 CHF | 217'781 CHF | 99.98% | 99.98% |