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 | 0.20% | 5.06 CHF | 5.07 CHF | 122'000 | 122'000 | 53'645 | 53'645 | 271'111 CHF | 271'649 CHF | 99.94% | 99.94% |
12.07.2024 | 0.20% | 5.20 CHF | 5.21 CHF | 120'000 | 120'000 | 53'592 | 53'592 | 269'878 CHF | 270'414 CHF | 99.96% | 99.96% |
11.07.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 122'000 | 122'000 | 53'106 | 53'106 | 269'781 CHF | 270'315 CHF | 99.92% | 99.92% |
10.07.2024 | 0.21% | 5.06 CHF | 5.07 CHF | 122'000 | 122'000 | 54'128 | 54'128 | 269'016 CHF | 269'559 CHF | 99.89% | 99.89% |
09.07.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 126'000 | 126'000 | 54'675 | 54'675 | 265'723 CHF | 266'271 CHF | 99.67% | 99.67% |
08.07.2024 | 0.22% | 4.69 CHF | 4.70 CHF | 128'000 | 128'000 | 55'844 | 55'844 | 261'578 CHF | 262'137 CHF | 99.97% | 99.97% |
05.07.2024 | 0.24% | 4.55 CHF | 4.56 CHF | 130'000 | 130'000 | 58'311 | 58'311 | 254'577 CHF | 255'162 CHF | 99.36% | 99.36% |
04.07.2024 | 0.23% | 4.21 CHF | 4.22 CHF | 48'000 | 48'000 | 40'637 | 40'637 | 172'716 CHF | 173'122 CHF | 97.59% | 97.59% |
03.07.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 136'000 | 136'000 | 57'985 | 57'985 | 245'980 CHF | 246'560 CHF | 97.00% | 97.00% |
02.07.2024 | 0.26% | 4.02 CHF | 4.03 CHF | 140'000 | 140'000 | 61'227 | 61'227 | 242'474 CHF | 243'088 CHF | 99.99% | 99.99% |