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 | 0.22% | 4.44 CHF | 4.45 CHF | 112'000 | 112'000 | 111'695 | 111'695 | 499'747 CHF | 500'864 CHF | 99.99% | 99.99% |
12.07.2024 | 0.23% | 4.59 CHF | 4.60 CHF | 112'000 | 112'000 | 113'200 | 113'200 | 496'233 CHF | 497'365 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.29 CHF | 4.30 CHF | 116'000 | 116'000 | 115'406 | 115'406 | 487'525 CHF | 488'680 CHF | 99.98% | 99.98% |
10.07.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 116'000 | 116'000 | 117'127 | 117'127 | 480'529 CHF | 481'700 CHF | 99.99% | 99.99% |
09.07.2024 | 0.24% | 4.00 CHF | 4.01 CHF | 120'000 | 120'000 | 117'142 | 117'142 | 480'621 CHF | 481'793 CHF | 99.69% | 99.69% |
08.07.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 116'000 | 116'000 | 115'518 | 115'518 | 490'673 CHF | 491'828 CHF | 99.26% | 99.26% |
05.07.2024 | 0.23% | 4.22 CHF | 4.23 CHF | 116'000 | 116'000 | 113'962 | 113'962 | 491'950 CHF | 493'090 CHF | 100.00% | 100.00% |
04.07.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 116'000 | 116'000 | 115'519 | 115'519 | 487'511 CHF | 488'666 CHF | 99.54% | 99.54% |
03.07.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 116'000 | 116'000 | 116'265 | 116'265 | 484'189 CHF | 485'352 CHF | 100.00% | 100.00% |
02.07.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 118'000 | 118'000 | 117'513 | 117'513 | 483'168 CHF | 484'343 CHF | 99.98% | 99.98% |