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 | 0.30% | 4.92 CHF | 4.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 249'754 CHF | 250'504 CHF | 99.61% | 99.61% |
12.07.2024 | 0.31% | 4.95 CHF | 4.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 241'758 CHF | 242'508 CHF | 93.55% | 93.55% |
11.07.2024 | 0.34% | 4.77 CHF | 4.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 236'478 CHF | 237'278 CHF | 99.04% | 99.04% |
10.07.2024 | 0.33% | 4.67 CHF | 4.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'288 CHF | 230'038 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 4.58 CHF | 4.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 231'836 CHF | 232'586 CHF | 99.94% | 99.94% |
08.07.2024 | 0.32% | 4.64 CHF | 4.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 230'596 CHF | 231'346 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 4.57 CHF | 4.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 234'595 CHF | 235'345 CHF | 98.97% | 98.97% |
04.07.2024 | 0.32% | 4.71 CHF | 4.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 234'683 CHF | 235'433 CHF | 99.47% | 99.47% |
03.07.2024 | 0.32% | 4.67 CHF | 4.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 232'219 CHF | 232'969 CHF | 100.00% | 100.00% |
02.07.2024 | 0.33% | 4.55 CHF | 4.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'865 CHF | 226'615 CHF | 99.94% | 99.94% |