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% | 5.16 CHF | 5.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 128'703 CHF | 128'953 CHF | 100.00% | 100.00% |
12.07.2024 | 0.19% | 5.15 CHF | 5.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 130'337 CHF | 130'587 CHF | 99.68% | 99.68% |
11.07.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 131'042 CHF | 131'292 CHF | 86.34% | 86.34% |
10.07.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 129'107 CHF | 129'357 CHF | 96.11% | 96.11% |
09.07.2024 | 0.20% | 5.27 CHF | 5.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 126'910 CHF | 127'160 CHF | 99.67% | 99.67% |
08.07.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 120'957 CHF | 121'207 CHF | 99.85% | 99.85% |
05.07.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 118'858 CHF | 119'108 CHF | 100.00% | 100.00% |
04.07.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 122'992 CHF | 123'242 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 124'293 CHF | 124'543 CHF | 99.25% | 99.25% |
02.07.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 134'507 CHF | 134'757 CHF | 99.68% | 99.68% |