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 | 0.23% | 4.52 CHF | 4.53 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 547'552 CHF | 548'802 CHF | 99.05% | 99.05% |
12.07.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 551'831 CHF | 553'081 CHF | 98.83% | 98.83% |
11.07.2024 | 0.22% | 4.46 CHF | 4.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 576'683 CHF | 577'933 CHF | 81.50% | 81.50% |
10.07.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 589'339 CHF | 590'589 CHF | 95.13% | 95.13% |
09.07.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 592'752 CHF | 594'002 CHF | 98.67% | 98.67% |
08.07.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 591'316 CHF | 592'566 CHF | 98.57% | 98.57% |
05.07.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 587'391 CHF | 588'641 CHF | 99.07% | 99.07% |
04.07.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 585'612 CHF | 586'862 CHF | 99.18% | 99.18% |
03.07.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 585'710 CHF | 586'960 CHF | 98.45% | 98.45% |
02.07.2024 | 0.22% | 4.69 CHF | 4.70 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 577'448 CHF | 578'698 CHF | 98.85% | 98.85% |