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 | 0.18% | 5.83 CHF | 5.84 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'378'880 CHF | 442'042 CHF | 99.13% | 99.13% |
12.07.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'263'960 CHF | 405'268 CHF | 99.18% | 99.18% |
11.07.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'309'360 CHF | 419'797 CHF | 98.64% | 98.64% |
10.07.2024 | 0.19% | 5.11 CHF | 5.12 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'312'970 CHF | 420'950 CHF | 99.23% | 99.23% |
09.07.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'319'460 CHF | 423'026 CHF | 99.22% | 99.22% |
08.07.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'326'350 CHF | 425'233 CHF | 99.21% | 99.21% |
05.07.2024 | 0.20% | 5.15 CHF | 5.16 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'239'350 CHF | 397'393 CHF | 99.20% | 99.20% |
04.07.2024 | 0.19% | 5.13 CHF | 5.14 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'288'130 CHF | 413'003 CHF | 99.23% | 99.23% |
03.07.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'335'500 CHF | 428'160 CHF | 99.20% | 99.20% |
02.07.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'384'690 CHF | 443'901 CHF | 99.20% | 99.20% |