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 | 0.33% | 4.82 CHF | 4.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 244'504 CHF | 245'304 CHF | 99.60% | 99.60% |
12.07.2024 | 0.32% | 4.85 CHF | 4.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 236'558 CHF | 237'308 CHF | 93.56% | 93.56% |
11.07.2024 | 0.32% | 4.66 CHF | 4.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 231'278 CHF | 232'028 CHF | 99.05% | 99.05% |
10.07.2024 | 0.33% | 4.56 CHF | 4.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 224'038 CHF | 224'788 CHF | 100.00% | 100.00% |
09.07.2024 | 0.33% | 4.47 CHF | 4.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 226'585 CHF | 227'335 CHF | 99.98% | 99.98% |
08.07.2024 | 0.33% | 4.53 CHF | 4.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'396 CHF | 226'146 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 4.46 CHF | 4.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'345 CHF | 230'145 CHF | 98.97% | 98.97% |
04.07.2024 | 0.33% | 4.60 CHF | 4.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'483 CHF | 230'233 CHF | 99.47% | 99.47% |
03.07.2024 | 0.33% | 4.56 CHF | 4.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 226'969 CHF | 227'719 CHF | 100.00% | 100.00% |
02.07.2024 | 0.34% | 4.44 CHF | 4.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 220'665 CHF | 221'415 CHF | 99.96% | 99.96% |