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% | 4.22 CHF | 4.23 CHF | 178'000 | 178'000 | 98'712 | 98'712 | 412'094 CHF | 413'083 CHF | 98.72% | 98.72% |
12.07.2024 | 0.26% | 4.08 CHF | 4.09 CHF | 180'000 | 180'000 | 100'724 | 100'724 | 401'337 CHF | 402'346 CHF | 99.99% | 99.99% |
11.07.2024 | 0.25% | 3.90 CHF | 3.91 CHF | 185'000 | 185'000 | 99'465 | 99'465 | 403'948 CHF | 404'949 CHF | 99.99% | 99.99% |
10.07.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 180'000 | 180'000 | 100'104 | 100'104 | 402'783 CHF | 403'787 CHF | 99.89% | 99.89% |
09.07.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 183'000 | 183'000 | 101'095 | 101'095 | 399'277 CHF | 400'290 CHF | 99.43% | 99.43% |
08.07.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 185'000 | 185'000 | 102'228 | 102'228 | 397'388 CHF | 398'413 CHF | 100.00% | 100.00% |
05.07.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 185'000 | 185'000 | 103'063 | 103'063 | 387'716 CHF | 388'749 CHF | 99.34% | 99.34% |
04.07.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 94'000 | 94'000 | 83'884 | 83'884 | 312'016 CHF | 312'855 CHF | 99.49% | 99.49% |
03.07.2024 | 0.28% | 3.70 CHF | 3.71 CHF | 190'000 | 190'000 | 104'812 | 104'812 | 386'194 CHF | 387'244 CHF | 98.41% | 98.41% |
02.07.2024 | 0.29% | 3.69 CHF | 3.70 CHF | 190'000 | 190'000 | 105'805 | 105'805 | 379'302 CHF | 380'362 CHF | 100.00% | 100.00% |