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% | 4.98 CHF | 4.99 CHF | 178'000 | 178'000 | 98'668 | 98'668 | 486'812 CHF | 487'800 CHF | 98.88% | 98.88% |
12.07.2024 | 0.22% | 4.84 CHF | 4.85 CHF | 180'000 | 180'000 | 100'719 | 100'719 | 477'859 CHF | 478'868 CHF | 99.98% | 99.98% |
11.07.2024 | 0.21% | 4.66 CHF | 4.67 CHF | 185'000 | 185'000 | 99'464 | 99'464 | 479'526 CHF | 480'527 CHF | 99.99% | 99.99% |
10.07.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 180'000 | 180'000 | 100'104 | 100'104 | 479'095 CHF | 480'099 CHF | 99.89% | 99.89% |
09.07.2024 | 0.22% | 4.71 CHF | 4.72 CHF | 183'000 | 183'000 | 101'096 | 101'096 | 476'295 CHF | 477'308 CHF | 99.43% | 99.43% |
08.07.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 185'000 | 185'000 | 102'228 | 102'228 | 475'099 CHF | 476'124 CHF | 100.00% | 100.00% |
05.07.2024 | 0.23% | 4.60 CHF | 4.61 CHF | 185'000 | 185'000 | 103'064 | 103'064 | 466'277 CHF | 467'310 CHF | 99.35% | 99.35% |
04.07.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 94'000 | 94'000 | 83'884 | 83'884 | 375'919 CHF | 376'758 CHF | 99.50% | 99.50% |
03.07.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 190'000 | 190'000 | 104'684 | 104'684 | 465'739 CHF | 466'788 CHF | 99.36% | 99.36% |
02.07.2024 | 0.24% | 4.46 CHF | 4.47 CHF | 190'000 | 190'000 | 105'804 | 105'804 | 460'401 CHF | 461'461 CHF | 100.00% | 100.00% |