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 | 0.22% | 4.76 CHF | 4.77 CHF | 178'000 | 178'000 | 98'665 | 98'665 | 465'299 CHF | 466'287 CHF | 98.88% | 98.88% |
12.07.2024 | 0.23% | 4.62 CHF | 4.63 CHF | 180'000 | 180'000 | 100'725 | 100'725 | 455'864 CHF | 456'873 CHF | 99.99% | 99.99% |
11.07.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 185'000 | 185'000 | 99'469 | 99'469 | 457'784 CHF | 458'785 CHF | 100.00% | 100.00% |
10.07.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 180'000 | 180'000 | 100'105 | 100'105 | 457'147 CHF | 458'151 CHF | 99.89% | 99.89% |
09.07.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 183'000 | 183'000 | 101'094 | 101'094 | 454'175 CHF | 455'188 CHF | 99.43% | 99.43% |
08.07.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 185'000 | 185'000 | 102'229 | 102'229 | 452'772 CHF | 453'796 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 4.38 CHF | 4.39 CHF | 185'000 | 185'000 | 103'066 | 103'066 | 443'740 CHF | 444'773 CHF | 99.35% | 99.35% |
04.07.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 94'000 | 94'000 | 83'885 | 83'885 | 357'490 CHF | 358'329 CHF | 99.50% | 99.50% |
03.07.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 190'000 | 190'000 | 104'664 | 104'664 | 442'648 CHF | 443'696 CHF | 99.36% | 99.36% |
02.07.2024 | 0.25% | 4.24 CHF | 4.25 CHF | 190'000 | 190'000 | 105'806 | 105'806 | 437'105 CHF | 438'165 CHF | 100.00% | 100.00% |