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 | 0.49% | 4.10 CHF | 4.12 CHF | 114'000 | 114'000 | 114'000 | 114'000 | 468'112 CHF | 470'392 CHF | 99.99% | 99.99% |
12.07.2024 | 0.46% | 4.31 CHF | 4.33 CHF | 112'300 | 112'300 | 112'300 | 112'300 | 490'806 CHF | 493'052 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 4.22 CHF | 4.24 CHF | 114'400 | 114'400 | 114'400 | 114'400 | 474'761 CHF | 477'049 CHF | 99.99% | 99.99% |
10.07.2024 | 0.50% | 4.15 CHF | 4.17 CHF | 117'300 | 117'300 | 117'300 | 117'300 | 468'025 CHF | 470'371 CHF | 99.99% | 99.99% |
09.07.2024 | 0.49% | 4.15 CHF | 4.17 CHF | 113'400 | 113'400 | 113'274 | 113'274 | 463'773 CHF | 466'041 CHF | 100.00% | 100.00% |
08.07.2024 | 0.48% | 4.25 CHF | 4.27 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 461'316 CHF | 463'516 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 4.60 CHF | 4.62 CHF | 107'100 | 107'100 | 107'100 | 107'100 | 484'187 CHF | 486'329 CHF | 99.99% | 99.99% |
04.07.2024 | 0.45% | 4.52 CHF | 4.54 CHF | 107'100 | 107'100 | 107'100 | 107'100 | 472'058 CHF | 474'200 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 4.31 CHF | 4.33 CHF | 111'200 | 111'200 | 111'200 | 111'200 | 481'358 CHF | 483'582 CHF | 100.00% | 100.00% |
02.07.2024 | 0.44% | 4.42 CHF | 4.44 CHF | 108'900 | 108'900 | 108'900 | 108'900 | 492'946 CHF | 495'124 CHF | 100.00% | 100.00% |