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% | 4.04 CHF | 4.05 CHF | 50'000 | 50'000 | 49'029 | 49'029 | 200'834 CHF | 201'324 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 200'592 CHF | 201'082 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 49'000 | 49'000 | 49'821 | 49'821 | 198'847 CHF | 199'346 CHF | 99.98% | 99.98% |
10.07.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 50'000 | 50'000 | 50'098 | 50'098 | 196'389 CHF | 196'890 CHF | 100.00% | 100.00% |
09.07.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 50'000 | 50'000 | 49'523 | 49'523 | 199'935 CHF | 200'430 CHF | 99.77% | 99.77% |
08.07.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 50'000 | 50'000 | 49'672 | 49'672 | 200'253 CHF | 200'749 CHF | 99.28% | 99.28% |
05.07.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 50'000 | 50'000 | 49'941 | 49'941 | 200'321 CHF | 200'820 CHF | 100.00% | 100.00% |
04.07.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 49'000 | 49'000 | 49'994 | 49'994 | 200'437 CHF | 200'937 CHF | 99.63% | 99.63% |
03.07.2024 | 0.25% | 3.91 CHF | 3.92 CHF | 50'000 | 50'000 | 49'706 | 49'706 | 199'085 CHF | 199'582 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 50'000 | 50'000 | 50'353 | 50'353 | 196'775 CHF | 197'278 CHF | 99.99% | 99.99% |