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% | 5.09 CHF | 5.10 CHF | 122'000 | 122'000 | 53'627 | 53'627 | 272'520 CHF | 273'057 CHF | 99.99% | 99.99% |
12.07.2024 | 0.20% | 5.23 CHF | 5.24 CHF | 120'000 | 120'000 | 53'622 | 53'622 | 271'530 CHF | 272'067 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 122'000 | 122'000 | 53'156 | 53'156 | 271'515 CHF | 272'049 CHF | 99.99% | 99.99% |
10.07.2024 | 0.21% | 5.09 CHF | 5.10 CHF | 122'000 | 122'000 | 54'203 | 54'203 | 270'918 CHF | 271'461 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 126'000 | 126'000 | 54'666 | 54'666 | 267'216 CHF | 267'764 CHF | 99.74% | 99.74% |
08.07.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 128'000 | 128'000 | 55'868 | 55'868 | 263'297 CHF | 263'857 CHF | 100.00% | 100.00% |
05.07.2024 | 0.23% | 4.58 CHF | 4.59 CHF | 130'000 | 130'000 | 58'314 | 58'314 | 256'295 CHF | 256'880 CHF | 99.37% | 99.37% |
04.07.2024 | 0.23% | 4.24 CHF | 4.25 CHF | 48'000 | 48'000 | 40'637 | 40'637 | 173'915 CHF | 174'322 CHF | 97.59% | 97.59% |
03.07.2024 | 0.24% | 4.27 CHF | 4.28 CHF | 136'000 | 136'000 | 59'389 | 59'389 | 253'664 CHF | 254'259 CHF | 99.09% | 99.09% |
02.07.2024 | 0.26% | 4.04 CHF | 4.05 CHF | 140'000 | 140'000 | 61'235 | 61'235 | 244'314 CHF | 244'927 CHF | 100.00% | 100.00% |