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 | 0.17% | 5.98 CHF | 5.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 301'536 CHF | 302'036 CHF | 99.39% | 99.39% |
12.07.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 300'136 CHF | 300'636 CHF | 99.07% | 99.07% |
11.07.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 295'620 CHF | 296'120 CHF | 79.83% | 79.83% |
10.07.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 50'000 | 50'000 | 40'043 | 40'047 | 231'924 CHF | 232'348 CHF | 95.47% | 95.47% |
09.07.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 143'558 CHF | 143'808 CHF | 99.03% | 99.03% |
08.07.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 141'224 CHF | 141'474 CHF | 99.24% | 99.24% |
05.07.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 142'656 CHF | 142'906 CHF | 99.39% | 99.39% |
04.07.2024 | 0.17% | 5.75 CHF | 5.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 144'842 CHF | 145'092 CHF | 99.39% | 99.39% |
03.07.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 146'366 CHF | 146'616 CHF | 98.61% | 98.61% |
02.07.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 149'870 CHF | 150'120 CHF | 99.07% | 99.07% |