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 | 0.21% | 4.87 CHF | 4.88 CHF | 172'000 | 172'000 | 76'936 | 76'936 | 374'896 CHF | 375'668 CHF | 99.95% | 99.95% |
12.07.2024 | 0.21% | 4.89 CHF | 4.90 CHF | 172'000 | 172'000 | 77'004 | 77'004 | 375'865 CHF | 376'637 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 172'000 | 172'000 | 75'403 | 75'403 | 381'131 CHF | 381'890 CHF | 100.00% | 100.00% |
10.07.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 168'000 | 168'000 | 75'061 | 75'061 | 383'314 CHF | 384'066 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 168'000 | 168'000 | 75'327 | 75'327 | 385'356 CHF | 386'111 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 168'000 | 168'000 | 75'325 | 75'325 | 385'161 CHF | 385'915 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 168'000 | 168'000 | 75'003 | 75'003 | 381'403 CHF | 382'155 CHF | 99.81% | 99.81% |
04.07.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 68'000 | 68'000 | 54'219 | 54'219 | 274'580 CHF | 275'122 CHF | 98.30% | 98.30% |
03.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 168'000 | 168'000 | 74'461 | 74'461 | 381'397 CHF | 382'143 CHF | 99.37% | 99.37% |
02.07.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 168'000 | 168'000 | 75'122 | 75'122 | 377'733 CHF | 378'486 CHF | 99.99% | 99.99% |