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 | 0.21% | 5.00 CHF | 5.01 CHF | 118'000 | 118'000 | 65'762 | 65'762 | 323'970 CHF | 324'629 CHF | 99.98% | 99.98% |
12.07.2024 | 0.21% | 4.93 CHF | 4.94 CHF | 120'000 | 120'000 | 66'083 | 66'083 | 325'427 CHF | 326'089 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 118'000 | 118'000 | 64'599 | 64'599 | 330'035 CHF | 330'682 CHF | 99.99% | 99.99% |
10.07.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 116'000 | 116'000 | 64'251 | 64'251 | 329'173 CHF | 329'817 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 116'000 | 116'000 | 64'268 | 64'268 | 328'814 CHF | 329'457 CHF | 99.99% | 99.99% |
08.07.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 116'000 | 116'000 | 64'867 | 64'867 | 330'168 CHF | 330'818 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 116'000 | 116'000 | 65'122 | 65'122 | 326'851 CHF | 327'504 CHF | 99.71% | 99.71% |
04.07.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 59'000 | 59'000 | 53'167 | 53'167 | 263'693 CHF | 264'225 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.94 CHF | 4.95 CHF | 118'000 | 118'000 | 65'683 | 65'683 | 323'777 CHF | 324'435 CHF | 99.69% | 99.69% |
02.07.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 120'000 | 120'000 | 66'073 | 66'073 | 318'928 CHF | 319'590 CHF | 99.77% | 99.77% |