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 | 0.20% | 5.15 CHF | 5.16 CHF | 42'000 | 42'000 | 41'947 | 41'947 | 214'767 CHF | 215'186 CHF | 99.99% | 99.99% |
12.07.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 213'571 CHF | 213'991 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 42'000 | 42'000 | 41'974 | 41'974 | 214'376 CHF | 214'796 CHF | 100.00% | 100.00% |
10.07.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 213'174 CHF | 213'595 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 212'394 CHF | 212'814 CHF | 99.99% | 99.99% |
08.07.2024 | 0.19% | 5.12 CHF | 5.13 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 213'545 CHF | 213'958 CHF | 99.99% | 99.99% |
05.07.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 214'423 CHF | 214'842 CHF | 100.00% | 100.00% |
04.07.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 213'318 CHF | 213'738 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 213'286 CHF | 213'714 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 43'000 | 43'000 | 43'496 | 43'496 | 210'356 CHF | 210'791 CHF | 99.99% | 99.99% |