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% | 4.49 CHF | 4.50 CHF | 172'000 | 172'000 | 76'918 | 76'918 | 345'171 CHF | 345'943 CHF | 99.96% | 99.96% |
12.07.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 172'000 | 172'000 | 77'004 | 77'004 | 346'129 CHF | 346'901 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 172'000 | 172'000 | 75'385 | 75'385 | 351'987 CHF | 352'746 CHF | 99.97% | 99.97% |
10.07.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 168'000 | 168'000 | 75'062 | 75'062 | 354'208 CHF | 354'960 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.74 CHF | 4.75 CHF | 168'000 | 168'000 | 75'327 | 75'327 | 356'282 CHF | 357'036 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 168'000 | 168'000 | 75'327 | 75'327 | 356'151 CHF | 356'906 CHF | 99.99% | 99.99% |
05.07.2024 | 0.22% | 4.73 CHF | 4.74 CHF | 168'000 | 168'000 | 75'007 | 75'007 | 352'439 CHF | 353'191 CHF | 99.81% | 99.81% |
04.07.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 68'000 | 68'000 | 54'219 | 54'219 | 253'649 CHF | 254'192 CHF | 98.30% | 98.30% |
03.07.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 168'000 | 168'000 | 74'615 | 74'615 | 353'290 CHF | 354'037 CHF | 99.55% | 99.55% |
02.07.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 168'000 | 168'000 | 75'122 | 75'122 | 348'564 CHF | 349'316 CHF | 99.99% | 99.99% |