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 | 0.21% | 4.60 CHF | 4.61 CHF | 63'000 | 63'000 | 62'086 | 62'086 | 300'510 CHF | 301'131 CHF | 100.00% | 100.00% |
12.07.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 66'000 | 66'000 | 66'234 | 66'234 | 313'262 CHF | 313'925 CHF | 99.93% | 99.93% |
11.07.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 71'000 | 71'000 | 70'331 | 70'331 | 317'383 CHF | 318'088 CHF | 99.63% | 99.63% |
10.07.2024 | 0.25% | 4.23 CHF | 4.24 CHF | 76'000 | 76'000 | 76'183 | 76'183 | 307'535 CHF | 308'298 CHF | 100.00% | 100.00% |
09.07.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 76'000 | 76'000 | 75'174 | 75'174 | 308'123 CHF | 308'875 CHF | 100.00% | 100.00% |
08.07.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 78'000 | 78'000 | 77'264 | 77'264 | 308'734 CHF | 309'507 CHF | 99.72% | 99.72% |
05.07.2024 | 0.25% | 3.88 CHF | 3.89 CHF | 75'000 | 75'000 | 74'311 | 74'311 | 301'203 CHF | 301'947 CHF | 100.00% | 100.00% |
04.07.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 77'000 | 77'000 | 76'495 | 76'495 | 306'558 CHF | 307'324 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 78'000 | 78'000 | 77'113 | 77'113 | 303'471 CHF | 304'243 CHF | 100.00% | 100.00% |
02.07.2024 | 0.27% | 3.88 CHF | 3.89 CHF | 76'000 | 76'000 | 75'285 | 75'285 | 280'492 CHF | 281'245 CHF | 99.72% | 99.72% |