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 | 0.21% | 4.90 CHF | 4.91 CHF | 178'000 | 178'000 | 98'719 | 98'719 | 479'257 CHF | 480'247 CHF | 98.68% | 98.68% |
12.07.2024 | 0.22% | 4.76 CHF | 4.77 CHF | 180'000 | 180'000 | 100'719 | 100'719 | 469'830 CHF | 470'839 CHF | 99.98% | 99.98% |
11.07.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 185'000 | 185'000 | 99'458 | 99'458 | 471'548 CHF | 472'550 CHF | 99.99% | 99.99% |
10.07.2024 | 0.22% | 4.74 CHF | 4.75 CHF | 180'000 | 180'000 | 100'103 | 100'103 | 471'090 CHF | 472'094 CHF | 99.89% | 99.89% |
09.07.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 183'000 | 183'000 | 101'094 | 101'094 | 468'203 CHF | 469'216 CHF | 99.43% | 99.43% |
08.07.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 185'000 | 185'000 | 102'230 | 102'230 | 466'939 CHF | 467'964 CHF | 100.00% | 100.00% |
05.07.2024 | 0.23% | 4.52 CHF | 4.53 CHF | 185'000 | 185'000 | 103'065 | 103'065 | 457'983 CHF | 459'016 CHF | 99.35% | 99.35% |
04.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 94'000 | 94'000 | 83'884 | 83'884 | 369'193 CHF | 370'032 CHF | 99.49% | 99.49% |
03.07.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 190'000 | 190'000 | 105'335 | 105'335 | 460'149 CHF | 461'205 CHF | 96.89% | 96.89% |
02.07.2024 | 0.24% | 4.38 CHF | 4.39 CHF | 190'000 | 190'000 | 105'806 | 105'806 | 451'825 CHF | 452'885 CHF | 100.00% | 100.00% |