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% | 5.14 CHF | 5.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 260'402 CHF | 261'152 CHF | 99.72% | 99.72% |
12.07.2024 | 0.30% | 5.16 CHF | 5.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 252'458 CHF | 253'208 CHF | 93.56% | 93.56% |
11.07.2024 | 0.30% | 4.98 CHF | 5.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 247'178 CHF | 247'928 CHF | 99.04% | 99.04% |
10.07.2024 | 0.31% | 4.88 CHF | 4.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 239'988 CHF | 240'738 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 4.79 CHF | 4.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 242'535 CHF | 243'285 CHF | 99.98% | 99.98% |
08.07.2024 | 0.31% | 4.85 CHF | 4.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 241'296 CHF | 242'046 CHF | 100.00% | 100.00% |
05.07.2024 | 0.33% | 4.78 CHF | 4.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 245'245 CHF | 246'045 CHF | 98.95% | 98.95% |
04.07.2024 | 0.31% | 4.92 CHF | 4.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 245'383 CHF | 246'133 CHF | 99.48% | 99.48% |
03.07.2024 | 0.31% | 4.88 CHF | 4.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 242'869 CHF | 243'619 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 4.76 CHF | 4.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 236'515 CHF | 237'265 CHF | 99.96% | 99.96% |