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% | 4.93 CHF | 4.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 250'054 CHF | 250'804 CHF | 99.61% | 99.61% |
12.07.2024 | 0.31% | 4.96 CHF | 4.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 242'106 CHF | 242'856 CHF | 93.52% | 93.52% |
11.07.2024 | 0.32% | 4.77 CHF | 4.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 236'828 CHF | 237'578 CHF | 98.96% | 98.96% |
10.07.2024 | 0.33% | 4.67 CHF | 4.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'638 CHF | 230'388 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 4.58 CHF | 4.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 232'185 CHF | 232'935 CHF | 99.98% | 99.98% |
08.07.2024 | 0.32% | 4.64 CHF | 4.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 230'946 CHF | 231'696 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 4.57 CHF | 4.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 234'946 CHF | 235'696 CHF | 98.95% | 98.95% |
04.07.2024 | 0.32% | 4.72 CHF | 4.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 235'033 CHF | 235'783 CHF | 99.48% | 99.48% |
03.07.2024 | 0.32% | 4.67 CHF | 4.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 232'569 CHF | 233'319 CHF | 100.00% | 100.00% |
02.07.2024 | 0.33% | 4.56 CHF | 4.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 226'215 CHF | 226'965 CHF | 99.94% | 99.94% |