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 | 0.26% | 3.85 CHF | 3.86 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 577'148 CHF | 578'648 CHF | 99.07% | 99.07% |
12.07.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 579'105 CHF | 580'605 CHF | 98.84% | 98.84% |
11.07.2024 | 0.25% | 3.88 CHF | 3.89 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 603'544 CHF | 605'044 CHF | 85.60% | 85.60% |
10.07.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 606'062 CHF | 607'562 CHF | 95.16% | 95.16% |
09.07.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 606'052 CHF | 607'552 CHF | 98.69% | 98.69% |
08.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 606'392 CHF | 607'892 CHF | 98.58% | 98.58% |
05.07.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 600'418 CHF | 601'918 CHF | 99.17% | 99.17% |
04.07.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 600'264 CHF | 601'764 CHF | 99.18% | 99.18% |
03.07.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 610'814 CHF | 612'314 CHF | 98.44% | 98.44% |
02.07.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 596'014 CHF | 597'514 CHF | 98.74% | 98.74% |