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 | 0.24% | 4.28 CHF | 4.29 CHF | 118'000 | 118'000 | 65'772 | 65'772 | 276'584 CHF | 277'243 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 120'000 | 120'000 | 66'086 | 66'086 | 277'787 CHF | 278'449 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 118'000 | 118'000 | 64'598 | 64'598 | 283'391 CHF | 284'038 CHF | 99.99% | 99.99% |
10.07.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 116'000 | 116'000 | 64'247 | 64'247 | 282'567 CHF | 283'211 CHF | 99.99% | 99.99% |
09.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 116'000 | 116'000 | 64'275 | 64'275 | 282'354 CHF | 282'998 CHF | 100.00% | 100.00% |
08.07.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 116'000 | 116'000 | 64'819 | 64'819 | 283'141 CHF | 283'791 CHF | 99.91% | 99.91% |
05.07.2024 | 0.24% | 4.40 CHF | 4.41 CHF | 116'000 | 116'000 | 65'108 | 65'108 | 279'691 CHF | 280'343 CHF | 99.99% | 99.99% |
04.07.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 59'000 | 59'000 | 53'167 | 53'167 | 225'191 CHF | 225'723 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 118'000 | 118'000 | 65'850 | 65'850 | 276'792 CHF | 277'451 CHF | 100.00% | 100.00% |
02.07.2024 | 0.25% | 4.14 CHF | 4.15 CHF | 120'000 | 120'000 | 66'149 | 66'149 | 271'230 CHF | 271'893 CHF | 100.00% | 100.00% |