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 | 0.29% | 5.03 CHF | 5.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 255'203 CHF | 255'953 CHF | 99.67% | 99.67% |
12.07.2024 | 0.30% | 5.06 CHF | 5.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 247'208 CHF | 247'958 CHF | 93.56% | 93.56% |
11.07.2024 | 0.33% | 4.88 CHF | 4.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 241'928 CHF | 242'728 CHF | 99.07% | 99.07% |
10.07.2024 | 0.32% | 4.78 CHF | 4.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 234'738 CHF | 235'488 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 4.69 CHF | 4.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 237'286 CHF | 238'036 CHF | 99.94% | 99.94% |
08.07.2024 | 0.32% | 4.75 CHF | 4.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 236'046 CHF | 236'796 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 4.68 CHF | 4.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 240'046 CHF | 240'796 CHF | 98.89% | 98.89% |
04.07.2024 | 0.31% | 4.82 CHF | 4.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 240'133 CHF | 240'883 CHF | 99.47% | 99.47% |
03.07.2024 | 0.32% | 4.77 CHF | 4.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 237'619 CHF | 238'369 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 4.66 CHF | 4.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 231'315 CHF | 232'065 CHF | 99.94% | 99.94% |