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 | 0.25% | 4.19 CHF | 4.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 505'965 CHF | 507'215 CHF | 99.06% | 99.06% |
12.07.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 510'208 CHF | 511'458 CHF | 98.84% | 98.84% |
11.07.2024 | 0.23% | 4.12 CHF | 4.13 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 534'757 CHF | 536'007 CHF | 83.53% | 83.53% |
10.07.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 547'426 CHF | 548'676 CHF | 95.16% | 95.16% |
09.07.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 550'834 CHF | 552'084 CHF | 98.68% | 98.68% |
08.07.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 549'779 CHF | 551'029 CHF | 98.57% | 98.57% |
05.07.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 545'485 CHF | 546'735 CHF | 99.17% | 99.17% |
04.07.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 543'580 CHF | 544'830 CHF | 99.18% | 99.18% |
03.07.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 543'637 CHF | 544'887 CHF | 98.45% | 98.45% |
02.07.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 535'433 CHF | 536'683 CHF | 98.83% | 98.83% |