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 | 0.25% | 4.05 CHF | 4.06 CHF | 50'500 | 50'500 | 49'691 | 49'691 | 204'272 CHF | 204'770 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 50'500 | 50'500 | 49'905 | 49'905 | 203'750 CHF | 204'250 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 50'000 | 50'000 | 49'585 | 49'585 | 204'088 CHF | 204'584 CHF | 99.93% | 99.93% |
10.07.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 50'500 | 50'500 | 50'025 | 50'025 | 200'512 CHF | 201'013 CHF | 100.00% | 100.00% |
09.07.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 50'500 | 50'500 | 50'075 | 50'075 | 199'588 CHF | 200'089 CHF | 99.42% | 99.42% |
08.07.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 51'000 | 51'000 | 50'480 | 50'480 | 198'839 CHF | 199'344 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 51'500 | 51'500 | 50'726 | 50'726 | 197'555 CHF | 198'063 CHF | 100.00% | 100.00% |
04.07.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 51'000 | 51'000 | 50'414 | 50'414 | 199'831 CHF | 200'336 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 51'000 | 51'000 | 50'649 | 50'649 | 197'721 CHF | 198'228 CHF | 100.00% | 100.00% |
02.07.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 50'500 | 50'500 | 50'170 | 50'170 | 199'803 CHF | 200'305 CHF | 99.94% | 99.94% |