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% | 4.63 CHF | 4.64 CHF | 172'000 | 172'000 | 76'932 | 76'932 | 355'868 CHF | 356'640 CHF | 99.96% | 99.96% |
12.07.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 172'000 | 172'000 | 77'003 | 77'003 | 356'796 CHF | 357'568 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 172'000 | 172'000 | 75'395 | 75'395 | 362'516 CHF | 363'274 CHF | 99.99% | 99.99% |
10.07.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 168'000 | 168'000 | 75'061 | 75'061 | 364'663 CHF | 365'415 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 168'000 | 168'000 | 75'322 | 75'322 | 366'726 CHF | 367'480 CHF | 100.00% | 100.00% |
08.07.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 168'000 | 168'000 | 75'324 | 75'324 | 366'563 CHF | 367'318 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 168'000 | 168'000 | 74'998 | 74'998 | 362'803 CHF | 363'555 CHF | 99.80% | 99.80% |
04.07.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 68'000 | 68'000 | 54'219 | 54'219 | 261'173 CHF | 261'715 CHF | 98.30% | 98.30% |
03.07.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 168'000 | 168'000 | 74'683 | 74'683 | 364'014 CHF | 364'762 CHF | 99.62% | 99.62% |
02.07.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 168'000 | 168'000 | 75'124 | 75'124 | 359'058 CHF | 359'810 CHF | 99.99% | 99.99% |