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 | 0.18% | 5.59 CHF | 5.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'672'760 CHF | 558'586 CHF | 98.29% | 98.29% |
12.07.2024 | 0.19% | 5.51 CHF | 5.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'584'330 CHF | 529'108 CHF | 97.92% | 97.92% |
11.07.2024 | 0.17% | 5.48 CHF | 5.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'726'930 CHF | 576'643 CHF | 98.03% | 98.03% |
10.07.2024 | 0.18% | 5.75 CHF | 5.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'706'630 CHF | 569'878 CHF | 99.07% | 99.07% |
09.07.2024 | 0.17% | 5.63 CHF | 5.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'737'270 CHF | 580'090 CHF | 99.23% | 99.23% |
08.07.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'680'370 CHF | 561'124 CHF | 99.20% | 99.20% |
05.07.2024 | 0.20% | 5.47 CHF | 5.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'534'450 CHF | 512'484 CHF | 99.22% | 99.22% |
04.07.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'494'110 CHF | 499'036 CHF | 99.23% | 99.23% |
03.07.2024 | 0.21% | 4.98 CHF | 4.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'434'890 CHF | 479'298 CHF | 99.23% | 99.23% |
02.07.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'360'080 CHF | 454'361 CHF | 99.22% | 99.22% |