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% | 4.82 CHF | 4.83 CHF | 108'000 | 108'000 | 107'863 | 107'863 | 521'664 CHF | 522'743 CHF | 99.99% | 99.99% |
12.07.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 108'000 | 108'000 | 109'343 | 109'343 | 517'918 CHF | 519'012 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 110'000 | 110'000 | 109'484 | 109'484 | 517'084 CHF | 518'179 CHF | 100.00% | 100.00% |
10.07.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 110'000 | 110'000 | 109'720 | 109'720 | 513'943 CHF | 515'040 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 112'000 | 112'000 | 109'814 | 109'814 | 519'931 CHF | 521'029 CHF | 99.99% | 99.99% |
08.07.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 110'000 | 110'000 | 107'940 | 107'940 | 525'071 CHF | 526'150 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 4.84 CHF | 4.85 CHF | 108'000 | 108'000 | 107'700 | 107'700 | 525'679 CHF | 526'756 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 521'823 CHF | 522'918 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 110'000 | 110'000 | 109'547 | 109'547 | 519'491 CHF | 520'586 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 112'000 | 112'000 | 111'367 | 111'367 | 515'156 CHF | 516'269 CHF | 100.00% | 100.00% |