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 | 0.20% | 4.63 CHF | 4.64 CHF | 124'600 | 124'600 | 124'600 | 124'600 | 612'337 CHF | 613'583 CHF | 99.99% | 99.99% |
12.07.2024 | 0.20% | 5.49 CHF | 5.50 CHF | 141'700 | 141'700 | 141'700 | 141'700 | 725'518 CHF | 726'935 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.77 CHF | 4.78 CHF | 152'500 | 152'500 | 152'500 | 152'500 | 699'692 CHF | 701'217 CHF | 99.98% | 99.98% |
10.07.2024 | 0.24% | 4.34 CHF | 4.35 CHF | 166'700 | 166'700 | 166'700 | 166'700 | 696'517 CHF | 698'184 CHF | 99.99% | 99.99% |
09.07.2024 | 0.23% | 3.79 CHF | 3.80 CHF | 137'400 | 137'400 | 137'248 | 137'248 | 588'673 CHF | 590'047 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 4.91 CHF | 4.92 CHF | 127'400 | 127'400 | 127'400 | 127'400 | 680'235 CHF | 681'509 CHF | 99.51% | 99.51% |
05.07.2024 | 0.18% | 5.16 CHF | 5.17 CHF | 123'500 | 123'500 | 123'500 | 123'500 | 684'885 CHF | 686'120 CHF | 99.63% | 99.63% |
04.07.2024 | 0.19% | 5.46 CHF | 5.47 CHF | 134'600 | 134'600 | 134'600 | 134'600 | 720'874 CHF | 722'220 CHF | 99.27% | 99.27% |
03.07.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 152'700 | 152'700 | 152'700 | 152'700 | 752'199 CHF | 753'726 CHF | 100.00% | 100.00% |
02.07.2024 | 0.25% | 4.29 CHF | 4.30 CHF | 147'400 | 147'400 | 147'400 | 147'400 | 600'669 CHF | 602'143 CHF | 99.99% | 99.99% |