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% | 4.41 CHF | 4.42 CHF | 112'000 | 112'000 | 111'696 | 111'696 | 496'278 CHF | 497'395 CHF | 100.00% | 100.00% |
12.07.2024 | 0.23% | 4.56 CHF | 4.57 CHF | 112'000 | 112'000 | 113'200 | 113'200 | 492'709 CHF | 493'841 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 116'000 | 116'000 | 115'405 | 115'405 | 483'855 CHF | 485'010 CHF | 99.99% | 99.99% |
10.07.2024 | 0.25% | 4.16 CHF | 4.17 CHF | 116'000 | 116'000 | 117'127 | 117'127 | 476'852 CHF | 478'023 CHF | 100.00% | 100.00% |
09.07.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 120'000 | 120'000 | 117'160 | 117'160 | 476'995 CHF | 478'167 CHF | 99.73% | 99.73% |
08.07.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 116'000 | 116'000 | 115'518 | 115'518 | 487'075 CHF | 488'230 CHF | 99.32% | 99.32% |
05.07.2024 | 0.23% | 4.19 CHF | 4.20 CHF | 116'000 | 116'000 | 113'962 | 113'962 | 488'394 CHF | 489'534 CHF | 100.00% | 100.00% |
04.07.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 116'000 | 116'000 | 115'520 | 115'520 | 483'904 CHF | 485'059 CHF | 99.61% | 99.61% |
03.07.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 116'000 | 116'000 | 116'265 | 116'265 | 480'536 CHF | 481'699 CHF | 100.00% | 100.00% |
02.07.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 118'000 | 118'000 | 117'513 | 117'513 | 479'496 CHF | 480'671 CHF | 99.98% | 99.98% |