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 | 0.21% | 4.87 CHF | 4.88 CHF | 122'000 | 122'000 | 53'633 | 53'633 | 260'383 CHF | 260'920 CHF | 99.96% | 99.96% |
12.07.2024 | 0.21% | 5.00 CHF | 5.01 CHF | 120'000 | 120'000 | 53'600 | 53'600 | 259'240 CHF | 259'777 CHF | 99.97% | 99.97% |
11.07.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 122'000 | 122'000 | 53'108 | 53'108 | 259'212 CHF | 259'747 CHF | 99.92% | 99.92% |
10.07.2024 | 0.22% | 4.86 CHF | 4.87 CHF | 122'000 | 122'000 | 54'127 | 54'127 | 258'189 CHF | 258'732 CHF | 99.89% | 99.89% |
09.07.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 126'000 | 126'000 | 54'673 | 54'673 | 254'790 CHF | 255'338 CHF | 99.67% | 99.67% |
08.07.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 128'000 | 128'000 | 55'836 | 55'836 | 250'438 CHF | 250'997 CHF | 99.97% | 99.97% |
05.07.2024 | 0.25% | 4.35 CHF | 4.36 CHF | 130'000 | 130'000 | 58'318 | 58'318 | 242'974 CHF | 243'559 CHF | 99.37% | 99.37% |
04.07.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 48'000 | 48'000 | 40'637 | 40'637 | 164'591 CHF | 164'997 CHF | 97.60% | 97.60% |
03.07.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 136'000 | 136'000 | 57'979 | 57'979 | 234'344 CHF | 234'925 CHF | 97.07% | 97.07% |
02.07.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 140'000 | 140'000 | 61'235 | 61'235 | 230'213 CHF | 230'826 CHF | 100.00% | 100.00% |