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 | 0.32% | 4.57 CHF | 4.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 462'981 CHF | 464'444 CHF | 98.07% | 98.07% |
12.07.2024 | 0.30% | 4.59 CHF | 4.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 460'092 CHF | 461'491 CHF | 99.32% | 99.32% |
11.07.2024 | 0.29% | 4.59 CHF | 4.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 463'491 CHF | 464'860 CHF | 98.73% | 98.73% |
10.07.2024 | 0.32% | 4.56 CHF | 4.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 452'462 CHF | 453'908 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 4.48 CHF | 4.50 CHF | 100'000 | 100'000 | 59'267 | 59'267 | 266'496 CHF | 267'759 CHF | 99.90% | 99.90% |
08.07.2024 | 0.32% | 4.47 CHF | 4.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 445'635 CHF | 447'048 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 4.39 CHF | 4.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 441'082 CHF | 442'454 CHF | 99.53% | 99.53% |
04.07.2024 | 0.32% | 4.49 CHF | 4.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 448'000 CHF | 449'437 CHF | 100.00% | 100.00% |
03.07.2024 | 0.31% | 4.43 CHF | 4.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 442'012 CHF | 443'388 CHF | 99.72% | 99.72% |
02.07.2024 | 0.31% | 4.50 CHF | 4.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 449'904 CHF | 451'307 CHF | 100.00% | 100.00% |