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% | 4.81 CHF | 4.82 CHF | 172'000 | 172'000 | 76'908 | 76'908 | 369'860 CHF | 370'632 CHF | 99.97% | 99.97% |
12.07.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 172'000 | 172'000 | 77'004 | 77'004 | 370'915 CHF | 371'687 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 172'000 | 172'000 | 75'388 | 75'388 | 376'254 CHF | 377'013 CHF | 99.97% | 99.97% |
10.07.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 168'000 | 168'000 | 75'061 | 75'061 | 378'389 CHF | 379'141 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 168'000 | 168'000 | 75'328 | 75'328 | 380'467 CHF | 381'222 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 168'000 | 168'000 | 75'325 | 75'325 | 380'302 CHF | 381'057 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 168'000 | 168'000 | 75'004 | 75'004 | 376'587 CHF | 377'338 CHF | 99.81% | 99.81% |
04.07.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 68'000 | 68'000 | 54'219 | 54'219 | 271'147 CHF | 271'689 CHF | 98.30% | 98.30% |
03.07.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 168'000 | 168'000 | 75'028 | 75'028 | 379'426 CHF | 380'177 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 5.00 CHF | 5.01 CHF | 168'000 | 168'000 | 75'132 | 75'132 | 372'932 CHF | 373'685 CHF | 100.00% | 100.00% |