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 | 0.23% | 4.58 CHF | 4.59 CHF | 118'000 | 118'000 | 65'763 | 65'763 | 296'204 CHF | 296'863 CHF | 99.99% | 99.99% |
12.07.2024 | 0.23% | 4.50 CHF | 4.51 CHF | 120'000 | 120'000 | 66'086 | 66'086 | 297'514 CHF | 298'176 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 118'000 | 118'000 | 64'607 | 64'607 | 302'787 CHF | 303'435 CHF | 100.00% | 100.00% |
10.07.2024 | 0.22% | 4.71 CHF | 4.72 CHF | 116'000 | 116'000 | 64'247 | 64'247 | 301'882 CHF | 302'526 CHF | 99.99% | 99.99% |
09.07.2024 | 0.22% | 4.70 CHF | 4.71 CHF | 116'000 | 116'000 | 64'275 | 64'275 | 301'655 CHF | 302'299 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 116'000 | 116'000 | 64'867 | 64'867 | 302'773 CHF | 303'423 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.70 CHF | 4.71 CHF | 116'000 | 116'000 | 65'136 | 65'136 | 299'320 CHF | 299'973 CHF | 99.11% | 99.11% |
04.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 59'000 | 59'000 | 53'167 | 53'167 | 241'151 CHF | 241'683 CHF | 100.00% | 100.00% |
03.07.2024 | 0.23% | 4.52 CHF | 4.53 CHF | 118'000 | 118'000 | 65'658 | 65'658 | 295'767 CHF | 296'425 CHF | 99.59% | 99.59% |
02.07.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 120'000 | 120'000 | 66'118 | 66'118 | 290'987 CHF | 291'650 CHF | 99.94% | 99.94% |