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% | 4.89 CHF | 4.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 247'904 CHF | 248'654 CHF | 99.60% | 99.60% |
12.07.2024 | 0.31% | 4.91 CHF | 4.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 239'906 CHF | 240'656 CHF | 93.52% | 93.52% |
11.07.2024 | 0.32% | 4.73 CHF | 4.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 234'628 CHF | 235'378 CHF | 99.05% | 99.05% |
10.07.2024 | 0.33% | 4.63 CHF | 4.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 227'438 CHF | 228'188 CHF | 100.00% | 100.00% |
09.07.2024 | 0.33% | 4.54 CHF | 4.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'935 CHF | 230'685 CHF | 99.98% | 99.98% |
08.07.2024 | 0.33% | 4.60 CHF | 4.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 228'746 CHF | 229'496 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 4.53 CHF | 4.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 232'745 CHF | 233'495 CHF | 98.97% | 98.97% |
04.07.2024 | 0.32% | 4.67 CHF | 4.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 232'833 CHF | 233'583 CHF | 99.48% | 99.48% |
03.07.2024 | 0.33% | 4.63 CHF | 4.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 230'319 CHF | 231'069 CHF | 100.00% | 100.00% |
02.07.2024 | 0.33% | 4.51 CHF | 4.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 224'015 CHF | 224'765 CHF | 99.95% | 99.95% |