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 | 0.22% | 4.61 CHF | 4.62 CHF | 108'000 | 108'000 | 107'863 | 107'863 | 498'803 CHF | 499'882 CHF | 99.99% | 99.99% |
12.07.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 108'000 | 108'000 | 109'343 | 109'343 | 494'752 CHF | 495'845 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 110'000 | 110'000 | 109'484 | 109'484 | 493'851 CHF | 494'946 CHF | 99.99% | 99.99% |
10.07.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 110'000 | 110'000 | 109'719 | 109'719 | 490'722 CHF | 491'819 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 112'000 | 112'000 | 109'813 | 109'813 | 496'736 CHF | 497'834 CHF | 99.99% | 99.99% |
08.07.2024 | 0.21% | 4.58 CHF | 4.59 CHF | 110'000 | 110'000 | 107'940 | 107'940 | 502'283 CHF | 503'362 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 108'000 | 108'000 | 107'700 | 107'700 | 502'949 CHF | 504'026 CHF | 100.00% | 100.00% |
04.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 498'656 CHF | 499'751 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 496'346 CHF | 497'442 CHF | 99.99% | 99.99% |
02.07.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 112'000 | 112'000 | 111'368 | 111'368 | 491'691 CHF | 492'805 CHF | 99.98% | 99.98% |