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% | 5.50 CHF | 5.51 CHF | 110'000 | 110'000 | 49'758 | 49'758 | 268'875 CHF | 269'374 CHF | 99.99% | 99.99% |
12.07.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 110'000 | 110'000 | 49'145 | 49'145 | 270'308 CHF | 270'800 CHF | 99.86% | 99.86% |
11.07.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 105'000 | 105'000 | 47'431 | 47'431 | 283'074 CHF | 283'549 CHF | 99.99% | 99.99% |
10.07.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 105'000 | 105'000 | 47'365 | 47'365 | 284'682 CHF | 285'157 CHF | 99.99% | 99.99% |
09.07.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 105'000 | 105'000 | 47'366 | 47'366 | 285'380 CHF | 285'854 CHF | 99.99% | 99.99% |
08.07.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 105'000 | 105'000 | 47'340 | 47'340 | 288'313 CHF | 288'787 CHF | 99.98% | 99.98% |
05.07.2024 | 0.18% | 6.02 CHF | 6.03 CHF | 105'000 | 105'000 | 48'478 | 48'478 | 278'972 CHF | 279'458 CHF | 100.00% | 100.00% |
04.07.2024 | 0.18% | 5.68 CHF | 5.69 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 200'555 CHF | 200'910 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 5.62 CHF | 5.63 CHF | 110'000 | 110'000 | 49'260 | 49'260 | 278'026 CHF | 278'523 CHF | 96.88% | 96.88% |
02.07.2024 | 0.19% | 5.55 CHF | 5.56 CHF | 110'000 | 110'000 | 49'505 | 49'505 | 273'268 CHF | 273'764 CHF | 100.00% | 100.00% |