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% | 5.37 CHF | 5.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'606'210 CHF | 536'404 CHF | 98.29% | 98.29% |
12.07.2024 | 0.20% | 5.29 CHF | 5.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'517'690 CHF | 506'896 CHF | 97.91% | 97.91% |
11.07.2024 | 0.18% | 5.26 CHF | 5.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'660'280 CHF | 554'425 CHF | 98.02% | 98.02% |
10.07.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'639'860 CHF | 547'620 CHF | 99.07% | 99.07% |
09.07.2024 | 0.18% | 5.40 CHF | 5.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'670'560 CHF | 557'854 CHF | 99.23% | 99.23% |
08.07.2024 | 0.19% | 5.49 CHF | 5.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'613'790 CHF | 538'929 CHF | 99.23% | 99.23% |
05.07.2024 | 0.20% | 5.24 CHF | 5.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'467'550 CHF | 490'182 CHF | 99.22% | 99.22% |
04.07.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'427'340 CHF | 476'781 CHF | 99.23% | 99.23% |
03.07.2024 | 0.22% | 4.76 CHF | 4.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'367'970 CHF | 456'989 CHF | 99.23% | 99.23% |
02.07.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'292'950 CHF | 431'984 CHF | 99.23% | 99.23% |