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% | 5.68 CHF | 5.69 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'340'830 CHF | 429'864 CHF | 99.13% | 99.13% |
12.07.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'225'890 CHF | 393'086 CHF | 99.23% | 99.23% |
11.07.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'271'280 CHF | 407'611 CHF | 98.64% | 98.64% |
10.07.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'274'920 CHF | 408'773 CHF | 99.23% | 99.23% |
09.07.2024 | 0.19% | 5.07 CHF | 5.08 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'281'310 CHF | 410'819 CHF | 99.21% | 99.21% |
08.07.2024 | 0.19% | 5.06 CHF | 5.07 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'288'300 CHF | 413'057 CHF | 99.21% | 99.21% |
05.07.2024 | 0.21% | 4.99 CHF | 5.00 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'201'320 CHF | 385'224 CHF | 99.20% | 99.20% |
04.07.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'250'010 CHF | 400'804 CHF | 99.23% | 99.23% |
03.07.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'297'330 CHF | 415'945 CHF | 99.21% | 99.21% |
02.07.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'346'360 CHF | 431'635 CHF | 99.21% | 99.21% |