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% | 4.18 CHF | 4.19 CHF | 93'000 | 93'000 | 91'870 | 91'870 | 390'574 CHF | 391'493 CHF | 99.63% | 99.63% |
12.07.2024 | 0.24% | 4.41 CHF | 4.42 CHF | 98'000 | 98'000 | 97'883 | 97'883 | 409'524 CHF | 410'504 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 4.10 CHF | 4.11 CHF | 102'500 | 102'500 | 101'847 | 101'847 | 407'166 CHF | 408'186 CHF | 99.61% | 99.61% |
10.07.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 108'500 | 108'500 | 107'742 | 107'742 | 413'289 CHF | 414'368 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 3.71 CHF | 3.72 CHF | 101'500 | 101'500 | 99'757 | 99'757 | 387'086 CHF | 388'085 CHF | 100.00% | 100.00% |
08.07.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 100'500 | 100'500 | 99'284 | 99'284 | 408'142 CHF | 409'136 CHF | 99.88% | 99.88% |
05.07.2024 | 0.24% | 4.03 CHF | 4.04 CHF | 101'000 | 101'000 | 99'265 | 99'265 | 413'338 CHF | 414'332 CHF | 99.79% | 99.79% |
04.07.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 103'000 | 103'000 | 102'033 | 102'033 | 407'024 CHF | 408'045 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 109'500 | 109'500 | 108'967 | 108'967 | 419'404 CHF | 420'494 CHF | 99.94% | 99.94% |
02.07.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 105'500 | 105'500 | 104'831 | 104'831 | 377'277 CHF | 378'326 CHF | 99.59% | 99.59% |