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 | 0.49% | 4.34 CHF | 4.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'820 CHF | 217'878 CHF | 98.73% | 98.73% |
12.07.2024 | 0.47% | 4.30 CHF | 4.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 212'101 CHF | 213'101 CHF | 99.26% | 99.26% |
11.07.2024 | 0.48% | 4.21 CHF | 4.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'130 CHF | 209'130 CHF | 95.06% | 95.06% |
10.07.2024 | 0.49% | 4.07 CHF | 4.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 202'210 CHF | 203'210 CHF | 99.51% | 99.51% |
09.07.2024 | 0.70% | 4.06 CHF | 4.09 CHF | 25'000 | 25'000 | 26'781 | 26'781 | 110'612 CHF | 111'370 CHF | 99.84% | 99.84% |
08.07.2024 | 0.29% | 4.13 CHF | 4.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 206'232 CHF | 206'840 CHF | 99.18% | 99.18% |
05.07.2024 | 0.29% | 4.00 CHF | 4.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 202'875 CHF | 203'471 CHF | 99.62% | 99.62% |
04.07.2024 | 0.30% | 4.04 CHF | 4.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 201'323 CHF | 201'926 CHF | 98.25% | 98.25% |
03.07.2024 | 0.27% | 3.94 CHF | 3.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 195'238 CHF | 195'774 CHF | 99.32% | 99.32% |
02.07.2024 | 0.32% | 3.83 CHF | 3.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 189'127 CHF | 189'732 CHF | 93.43% | 93.43% |