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 | 0.27% | 4.04 CHF | 4.05 CHF | 140'700 | 140'700 | 146'791 | 146'806 | 549'795 CHF | 551'320 CHF | 99.89% | 99.89% |
12.07.2024 | 0.28% | 3.72 CHF | 3.73 CHF | 147'600 | 147'600 | 146'191 | 146'190 | 526'354 CHF | 527'812 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 3.83 CHF | 3.84 CHF | 146'000 | 146'000 | 157'827 | 157'806 | 542'090 CHF | 543'591 CHF | 99.88% | 99.88% |
10.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 159'400 | 159'400 | 167'857 | 167'857 | 544'511 CHF | 546'190 CHF | 100.00% | 100.00% |
09.07.2024 | 0.33% | 2.94 CHF | 2.95 CHF | 169'000 | 169'000 | 163'666 | 163'666 | 499'593 CHF | 501'231 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 163'200 | 163'200 | 161'203 | 161'192 | 520'793 CHF | 522'370 CHF | 99.99% | 99.99% |
05.07.2024 | 0.31% | 3.37 CHF | 3.38 CHF | 161'000 | 161'000 | 171'726 | 171'768 | 547'843 CHF | 549'690 CHF | 99.68% | 99.68% |
04.07.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 173'100 | 173'100 | 171'336 | 170'968 | 523'723 CHF | 524'314 CHF | 100.00% | 100.00% |
03.07.2024 | 0.34% | 3.13 CHF | 3.14 CHF | 171'100 | 171'100 | 187'918 | 187'918 | 557'077 CHF | 558'956 CHF | 100.00% | 100.00% |
02.07.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 190'100 | 190'100 | 191'607 | 191'607 | 519'117 CHF | 521'033 CHF | 100.00% | 100.00% |