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% | 5.13 CHF | 5.14 CHF | 110'000 | 110'000 | 49'753 | 49'753 | 250'424 CHF | 250'922 CHF | 99.98% | 99.98% |
12.07.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 110'000 | 110'000 | 49'143 | 49'143 | 252'094 CHF | 252'587 CHF | 99.86% | 99.86% |
11.07.2024 | 0.18% | 5.42 CHF | 5.43 CHF | 105'000 | 105'000 | 47'423 | 47'423 | 265'460 CHF | 265'935 CHF | 99.98% | 99.98% |
10.07.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 105'000 | 105'000 | 47'365 | 47'365 | 267'098 CHF | 267'572 CHF | 99.99% | 99.99% |
09.07.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 105'000 | 105'000 | 47'372 | 47'372 | 267'820 CHF | 268'294 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 105'000 | 105'000 | 47'346 | 47'346 | 270'819 CHF | 271'293 CHF | 99.99% | 99.99% |
05.07.2024 | 0.19% | 5.65 CHF | 5.66 CHF | 105'000 | 105'000 | 48'477 | 48'477 | 260'985 CHF | 261'471 CHF | 100.00% | 100.00% |
04.07.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 187'345 CHF | 187'700 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 5.25 CHF | 5.26 CHF | 110'000 | 110'000 | 49'250 | 49'250 | 259'638 CHF | 260'135 CHF | 96.86% | 96.86% |
02.07.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 110'000 | 110'000 | 49'504 | 49'504 | 254'794 CHF | 255'290 CHF | 100.00% | 100.00% |