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 | 0.22% | 4.49 CHF | 4.50 CHF | 34'500 | 34'500 | 34'500 | 34'500 | 155'600 CHF | 155'945 CHF | 99.10% | 99.10% |
12.07.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 35'100 | 35'100 | 62'653 | 62'653 | 284'872 CHF | 285'499 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 4.52 CHF | 4.53 CHF | 71'300 | 71'300 | 71'300 | 71'300 | 314'720 CHF | 315'434 CHF | 100.00% | 100.00% |
10.07.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 74'300 | 74'300 | 74'300 | 74'300 | 324'114 CHF | 324'857 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 4.15 CHF | 4.16 CHF | 71'600 | 71'600 | 71'596 | 71'596 | 304'864 CHF | 305'580 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.39 CHF | 4.40 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 311'713 CHF | 312'413 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 71'500 | 71'500 | 71'500 | 71'500 | 326'840 CHF | 327'555 CHF | 99.70% | 99.70% |
04.07.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 72'700 | 72'700 | 72'700 | 72'700 | 319'865 CHF | 320'592 CHF | 100.00% | 100.00% |
03.07.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 319'432 CHF | 320'182 CHF | 100.00% | 100.00% |
02.07.2024 | 0.25% | 4.10 CHF | 4.11 CHF | 73'900 | 73'900 | 73'900 | 73'900 | 301'006 CHF | 301'745 CHF | 100.00% | 100.00% |