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% | 4.39 CHF | 4.40 CHF | 172'000 | 172'000 | 76'929 | 76'929 | 337'341 CHF | 338'113 CHF | 99.96% | 99.96% |
12.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 172'000 | 172'000 | 77'004 | 77'004 | 338'301 CHF | 339'073 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.43 CHF | 4.44 CHF | 172'000 | 172'000 | 75'379 | 75'379 | 344'322 CHF | 345'081 CHF | 99.98% | 99.98% |
10.07.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 168'000 | 168'000 | 75'061 | 75'061 | 346'570 CHF | 347'322 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 168'000 | 168'000 | 75'320 | 75'320 | 348'581 CHF | 349'335 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 168'000 | 168'000 | 75'325 | 75'325 | 348'477 CHF | 349'232 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 168'000 | 168'000 | 75'013 | 75'013 | 344'816 CHF | 345'567 CHF | 99.82% | 99.82% |
04.07.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 68'000 | 68'000 | 54'219 | 54'219 | 248'070 CHF | 248'612 CHF | 98.30% | 98.30% |
03.07.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 168'000 | 168'000 | 74'497 | 74'497 | 345'095 CHF | 345'842 CHF | 99.41% | 99.41% |
02.07.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 168'000 | 168'000 | 75'129 | 75'129 | 340'895 CHF | 341'648 CHF | 100.00% | 100.00% |