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 | 0.48% | 4.14 CHF | 4.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 207'097 CHF | 208'097 CHF | 98.73% | 98.73% |
12.07.2024 | 0.53% | 4.11 CHF | 4.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 202'323 CHF | 203'392 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 4.02 CHF | 4.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 198'348 CHF | 199'348 CHF | 94.85% | 94.85% |
10.07.2024 | 0.52% | 3.88 CHF | 3.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 192'459 CHF | 193'459 CHF | 99.52% | 99.52% |
09.07.2024 | 0.77% | 3.87 CHF | 3.90 CHF | 25'000 | 25'000 | 26'781 | 26'781 | 105'344 CHF | 106'141 CHF | 99.84% | 99.84% |
08.07.2024 | 0.30% | 3.94 CHF | 3.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 196'425 CHF | 197'020 CHF | 96.40% | 96.40% |
05.07.2024 | 0.32% | 3.80 CHF | 3.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 193'063 CHF | 193'679 CHF | 99.34% | 99.34% |
04.07.2024 | 0.30% | 3.85 CHF | 3.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 191'520 CHF | 192'104 CHF | 98.25% | 98.25% |
03.07.2024 | 0.33% | 3.75 CHF | 3.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 185'420 CHF | 186'031 CHF | 99.31% | 99.31% |
02.07.2024 | 0.33% | 3.63 CHF | 3.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 179'327 CHF | 179'912 CHF | 93.47% | 93.47% |