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 | 0.57% | 4.43 CHF | 4.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'147 CHF | 226'425 CHF | 95.74% | 95.74% |
12.07.2024 | 0.58% | 4.46 CHF | 4.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'529 CHF | 218'787 CHF | 93.52% | 93.52% |
11.07.2024 | 0.59% | 4.29 CHF | 4.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 212'565 CHF | 213'823 CHF | 99.05% | 99.05% |
10.07.2024 | 0.61% | 4.19 CHF | 4.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 205'704 CHF | 206'954 CHF | 100.00% | 100.00% |
09.07.2024 | 0.60% | 4.11 CHF | 4.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'167 CHF | 209'417 CHF | 99.94% | 99.94% |
08.07.2024 | 0.60% | 4.16 CHF | 4.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 207'002 CHF | 208'252 CHF | 100.00% | 100.00% |
05.07.2024 | 0.60% | 4.10 CHF | 4.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 210'764 CHF | 212'026 CHF | 98.85% | 98.85% |
04.07.2024 | 0.59% | 4.23 CHF | 4.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 210'871 CHF | 212'121 CHF | 99.48% | 99.48% |
03.07.2024 | 0.60% | 4.19 CHF | 4.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'540 CHF | 209'790 CHF | 100.00% | 100.00% |
02.07.2024 | 0.62% | 4.08 CHF | 4.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 202'452 CHF | 203'710 CHF | 99.96% | 99.96% |