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 | 0.25% | 4.20 CHF | 4.21 CHF | 118'000 | 118'000 | 65'770 | 65'770 | 270'908 CHF | 271'567 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 120'000 | 120'000 | 66'077 | 66'077 | 272'054 CHF | 272'717 CHF | 99.99% | 99.99% |
11.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 118'000 | 118'000 | 64'598 | 64'598 | 277'838 CHF | 278'486 CHF | 99.98% | 99.98% |
10.07.2024 | 0.24% | 4.32 CHF | 4.33 CHF | 116'000 | 116'000 | 64'254 | 64'254 | 277'112 CHF | 277'756 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.32 CHF | 4.33 CHF | 116'000 | 116'000 | 64'275 | 64'275 | 276'812 CHF | 277'456 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 4.29 CHF | 4.30 CHF | 116'000 | 116'000 | 64'864 | 64'864 | 277'778 CHF | 278'428 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 4.32 CHF | 4.33 CHF | 116'000 | 116'000 | 65'127 | 65'127 | 274'156 CHF | 274'809 CHF | 99.72% | 99.72% |
04.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 59'000 | 59'000 | 53'167 | 53'167 | 220'605 CHF | 221'137 CHF | 100.00% | 100.00% |
03.07.2024 | 0.25% | 4.13 CHF | 4.14 CHF | 118'000 | 118'000 | 65'674 | 65'674 | 270'418 CHF | 271'076 CHF | 99.65% | 99.65% |
02.07.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 120'000 | 120'000 | 66'103 | 66'103 | 265'292 CHF | 265'954 CHF | 99.92% | 99.92% |