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 | 0.24% | 4.02 CHF | 4.03 CHF | 32'000 | 32'000 | 31'546 | 31'546 | 129'843 CHF | 130'159 CHF | 99.97% | 99.97% |
12.07.2024 | 0.25% | 4.21 CHF | 4.22 CHF | 31'900 | 31'900 | 32'381 | 32'381 | 130'714 CHF | 131'038 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 31'900 | 31'900 | 31'761 | 31'761 | 127'679 CHF | 127'997 CHF | 100.00% | 100.00% |
10.07.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 32'400 | 32'400 | 32'266 | 32'266 | 133'689 CHF | 134'011 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 32'300 | 32'300 | 31'913 | 31'913 | 134'616 CHF | 134'935 CHF | 99.99% | 99.99% |
08.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 33'800 | 33'800 | 33'661 | 33'661 | 134'622 CHF | 134'958 CHF | 99.99% | 99.99% |
05.07.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 33'900 | 33'900 | 33'760 | 33'760 | 131'590 CHF | 131'927 CHF | 99.81% | 99.81% |
04.07.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 34'200 | 34'200 | 34'058 | 34'058 | 131'577 CHF | 131'917 CHF | 99.49% | 99.49% |
03.07.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 33'400 | 33'400 | 33'851 | 33'851 | 127'311 CHF | 127'650 CHF | 99.91% | 99.91% |
02.07.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 33'400 | 33'400 | 33'691 | 33'691 | 129'535 CHF | 129'872 CHF | 99.99% | 99.99% |