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% | 5.15 CHF | 5.16 CHF | 62'000 | 62'000 | 61'208 | 61'208 | 322'045 CHF | 322'658 CHF | 99.97% | 99.97% |
12.07.2024 | 0.20% | 5.26 CHF | 5.27 CHF | 61'000 | 61'000 | 62'334 | 62'334 | 315'922 CHF | 316'546 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 5.11 CHF | 5.12 CHF | 62'000 | 62'000 | 61'095 | 61'095 | 321'244 CHF | 321'856 CHF | 99.99% | 99.99% |
10.07.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 62'000 | 62'000 | 62'625 | 62'625 | 316'515 CHF | 317'141 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 63'000 | 63'000 | 62'118 | 62'118 | 318'140 CHF | 318'762 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 5.15 CHF | 5.16 CHF | 62'000 | 62'000 | 61'798 | 61'798 | 320'885 CHF | 321'503 CHF | 99.99% | 99.99% |
05.07.2024 | 0.19% | 5.11 CHF | 5.12 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 319'070 CHF | 319'690 CHF | 99.82% | 99.82% |
04.07.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 63'000 | 63'000 | 62'284 | 62'284 | 316'181 CHF | 316'804 CHF | 99.50% | 99.50% |
03.07.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 63'000 | 63'000 | 62'630 | 62'630 | 316'408 CHF | 317'034 CHF | 99.33% | 99.33% |
02.07.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 64'000 | 64'000 | 64'786 | 64'786 | 307'227 CHF | 307'875 CHF | 99.99% | 99.99% |