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 | 0.23% | 4.31 CHF | 4.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 645'825 CHF | 647'325 CHF | 99.06% | 99.06% |
12.07.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 647'775 CHF | 649'275 CHF | 98.87% | 98.87% |
11.07.2024 | 0.22% | 4.34 CHF | 4.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 672'381 CHF | 673'881 CHF | 85.60% | 85.60% |
10.07.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 674'893 CHF | 676'393 CHF | 95.16% | 95.16% |
09.07.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 674'956 CHF | 676'456 CHF | 98.69% | 98.69% |
08.07.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 674'923 CHF | 676'423 CHF | 98.57% | 98.57% |
05.07.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 669'165 CHF | 670'665 CHF | 99.17% | 99.17% |
04.07.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 669'214 CHF | 670'714 CHF | 99.18% | 99.18% |
03.07.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 679'851 CHF | 681'351 CHF | 98.44% | 98.44% |
02.07.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 665'191 CHF | 666'691 CHF | 98.84% | 98.84% |