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 | 0.19% | 5.28 CHF | 5.29 CHF | 172'000 | 172'000 | 76'927 | 76'927 | 406'303 CHF | 407'075 CHF | 99.97% | 99.97% |
12.07.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 172'000 | 172'000 | 77'004 | 77'004 | 407'349 CHF | 408'121 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 172'000 | 172'000 | 75'390 | 75'390 | 411'864 CHF | 412'622 CHF | 99.99% | 99.99% |
10.07.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 168'000 | 168'000 | 75'063 | 75'063 | 414'029 CHF | 414'781 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 168'000 | 168'000 | 75'327 | 75'327 | 416'107 CHF | 416'862 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 168'000 | 168'000 | 75'324 | 75'324 | 415'902 CHF | 416'657 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 5.52 CHF | 5.53 CHF | 168'000 | 168'000 | 75'004 | 75'004 | 412'086 CHF | 412'837 CHF | 99.81% | 99.81% |
04.07.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 68'000 | 68'000 | 54'219 | 54'219 | 296'812 CHF | 297'355 CHF | 98.30% | 98.30% |
03.07.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 168'000 | 168'000 | 75'026 | 75'026 | 415'074 CHF | 415'826 CHF | 100.00% | 100.00% |
02.07.2024 | 0.19% | 5.47 CHF | 5.48 CHF | 168'000 | 168'000 | 75'123 | 75'123 | 408'632 CHF | 409'384 CHF | 99.99% | 99.99% |