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 | 0.30% | 4.99 CHF | 5.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 253'252 CHF | 254'002 CHF | 99.70% | 99.70% |
12.07.2024 | 0.31% | 5.02 CHF | 5.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 245'258 CHF | 246'008 CHF | 93.56% | 93.56% |
11.07.2024 | 0.31% | 4.84 CHF | 4.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 239'978 CHF | 240'728 CHF | 99.04% | 99.04% |
10.07.2024 | 0.32% | 4.74 CHF | 4.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 232'738 CHF | 233'488 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 4.65 CHF | 4.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 235'285 CHF | 236'035 CHF | 99.97% | 99.97% |
08.07.2024 | 0.32% | 4.71 CHF | 4.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 234'096 CHF | 234'846 CHF | 100.00% | 100.00% |
05.07.2024 | 0.34% | 4.64 CHF | 4.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 238'047 CHF | 238'847 CHF | 98.87% | 98.87% |
04.07.2024 | 0.31% | 4.78 CHF | 4.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 238'183 CHF | 238'933 CHF | 99.47% | 99.47% |
03.07.2024 | 0.32% | 4.73 CHF | 4.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 235'669 CHF | 236'419 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 4.62 CHF | 4.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'315 CHF | 230'115 CHF | 99.94% | 99.94% |