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% | 4.86 CHF | 4.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 246'704 CHF | 247'454 CHF | 99.60% | 99.60% |
12.07.2024 | 0.31% | 4.89 CHF | 4.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 238'708 CHF | 239'458 CHF | 93.55% | 93.55% |
11.07.2024 | 0.32% | 4.71 CHF | 4.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 233'478 CHF | 234'228 CHF | 99.00% | 99.00% |
10.07.2024 | 0.33% | 4.61 CHF | 4.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 226'238 CHF | 226'988 CHF | 100.00% | 100.00% |
09.07.2024 | 0.33% | 4.52 CHF | 4.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 228'785 CHF | 229'535 CHF | 99.97% | 99.97% |
08.07.2024 | 0.33% | 4.58 CHF | 4.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 227'546 CHF | 228'296 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 4.51 CHF | 4.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 231'546 CHF | 232'296 CHF | 98.88% | 98.88% |
04.07.2024 | 0.32% | 4.65 CHF | 4.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 231'683 CHF | 232'433 CHF | 99.47% | 99.47% |
03.07.2024 | 0.33% | 4.60 CHF | 4.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'169 CHF | 229'919 CHF | 100.00% | 100.00% |
02.07.2024 | 0.34% | 4.49 CHF | 4.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 222'815 CHF | 223'565 CHF | 99.94% | 99.94% |