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% | 4.32 CHF | 4.33 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 522'683 CHF | 523'933 CHF | 99.06% | 99.06% |
12.07.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 526'995 CHF | 528'245 CHF | 98.86% | 98.86% |
11.07.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 550'412 CHF | 551'662 CHF | 98.44% | 98.44% |
10.07.2024 | 0.22% | 4.43 CHF | 4.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 564'383 CHF | 565'633 CHF | 95.13% | 95.13% |
09.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 567'820 CHF | 569'070 CHF | 98.69% | 98.69% |
08.07.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 566'471 CHF | 567'721 CHF | 98.57% | 98.57% |
05.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 562'490 CHF | 563'740 CHF | 99.10% | 99.10% |
04.07.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 560'710 CHF | 561'960 CHF | 99.18% | 99.18% |
03.07.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 560'693 CHF | 561'943 CHF | 98.46% | 98.46% |
02.07.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 552'395 CHF | 553'645 CHF | 98.85% | 98.85% |