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 | 0.21% | 4.69 CHF | 4.70 CHF | 112'000 | 112'000 | 111'695 | 111'695 | 527'203 CHF | 528'320 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.84 CHF | 4.85 CHF | 112'000 | 112'000 | 113'200 | 113'200 | 523'977 CHF | 525'109 CHF | 99.99% | 99.99% |
11.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 116'000 | 116'000 | 115'403 | 115'403 | 515'742 CHF | 516'897 CHF | 99.97% | 99.97% |
10.07.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 116'000 | 116'000 | 117'127 | 117'127 | 509'196 CHF | 510'367 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 4.24 CHF | 4.25 CHF | 120'000 | 120'000 | 117'141 | 117'141 | 509'214 CHF | 510'385 CHF | 99.73% | 99.73% |
08.07.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 116'000 | 116'000 | 115'518 | 115'518 | 518'822 CHF | 519'977 CHF | 99.29% | 99.29% |
05.07.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 116'000 | 116'000 | 113'962 | 113'962 | 519'799 CHF | 520'938 CHF | 99.99% | 99.99% |
04.07.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 116'000 | 116'000 | 115'520 | 115'520 | 515'745 CHF | 516'900 CHF | 99.57% | 99.57% |
03.07.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 116'000 | 116'000 | 116'265 | 116'265 | 512'574 CHF | 513'737 CHF | 100.00% | 100.00% |
02.07.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 118'000 | 118'000 | 117'513 | 117'513 | 511'763 CHF | 512'938 CHF | 99.99% | 99.99% |