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% | 4.71 CHF | 4.72 CHF | 108'000 | 108'000 | 107'864 | 107'864 | 510'233 CHF | 511'312 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.75 CHF | 4.76 CHF | 108'000 | 108'000 | 109'343 | 109'343 | 506'331 CHF | 507'425 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 110'000 | 110'000 | 109'484 | 109'484 | 505'466 CHF | 506'561 CHF | 99.98% | 99.98% |
10.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 110'000 | 110'000 | 109'720 | 109'720 | 502'383 CHF | 503'480 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 112'000 | 112'000 | 109'813 | 109'813 | 508'379 CHF | 509'477 CHF | 100.00% | 100.00% |
08.07.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 110'000 | 110'000 | 107'940 | 107'940 | 513'611 CHF | 514'690 CHF | 99.99% | 99.99% |
05.07.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 108'000 | 108'000 | 107'700 | 107'700 | 514'290 CHF | 515'367 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 510'268 CHF | 511'364 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 110'000 | 110'000 | 109'547 | 109'547 | 507'930 CHF | 509'026 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 112'000 | 112'000 | 111'368 | 111'368 | 503'348 CHF | 504'462 CHF | 99.98% | 99.98% |