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% | 5.10 CHF | 5.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 258'553 CHF | 259'303 CHF | 99.66% | 99.66% |
12.07.2024 | 0.32% | 5.13 CHF | 5.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 250'556 CHF | 251'356 CHF | 93.51% | 93.51% |
11.07.2024 | 0.31% | 4.94 CHF | 4.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 245'329 CHF | 246'079 CHF | 99.09% | 99.09% |
10.07.2024 | 0.31% | 4.84 CHF | 4.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 238'138 CHF | 238'888 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 4.75 CHF | 4.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 240'635 CHF | 241'385 CHF | 99.97% | 99.97% |
08.07.2024 | 0.31% | 4.81 CHF | 4.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 239'446 CHF | 240'196 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 4.74 CHF | 4.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 243'397 CHF | 244'147 CHF | 98.87% | 98.87% |
04.07.2024 | 0.31% | 4.89 CHF | 4.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 243'533 CHF | 244'283 CHF | 99.48% | 99.48% |
03.07.2024 | 0.31% | 4.84 CHF | 4.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 241'019 CHF | 241'769 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 4.72 CHF | 4.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 234'665 CHF | 235'415 CHF | 99.95% | 99.95% |