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 | 0.19% | 5.23 CHF | 5.24 CHF | 122'000 | 122'000 | 53'625 | 53'625 | 279'676 CHF | 280'213 CHF | 99.95% | 99.95% |
12.07.2024 | 0.20% | 5.36 CHF | 5.37 CHF | 120'000 | 120'000 | 53'605 | 53'605 | 278'607 CHF | 279'144 CHF | 99.98% | 99.98% |
11.07.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 122'000 | 122'000 | 53'109 | 53'109 | 278'394 CHF | 278'928 CHF | 99.92% | 99.92% |
10.07.2024 | 0.20% | 5.23 CHF | 5.24 CHF | 122'000 | 122'000 | 54'099 | 54'099 | 277'624 CHF | 278'167 CHF | 99.85% | 99.85% |
09.07.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 126'000 | 126'000 | 54'679 | 54'679 | 274'580 CHF | 275'128 CHF | 99.64% | 99.64% |
08.07.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 128'000 | 128'000 | 55'848 | 55'848 | 270'609 CHF | 271'168 CHF | 99.97% | 99.97% |
05.07.2024 | 0.23% | 4.71 CHF | 4.72 CHF | 130'000 | 130'000 | 58'317 | 58'317 | 264'045 CHF | 264'630 CHF | 99.38% | 99.38% |
04.07.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 48'000 | 48'000 | 40'637 | 40'637 | 179'279 CHF | 179'685 CHF | 97.59% | 97.59% |
03.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 136'000 | 136'000 | 57'971 | 57'971 | 255'328 CHF | 255'908 CHF | 96.98% | 96.98% |
02.07.2024 | 0.25% | 4.18 CHF | 4.19 CHF | 140'000 | 140'000 | 61'227 | 61'227 | 252'410 CHF | 253'023 CHF | 99.99% | 99.99% |