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% | 4.06 CHF | 4.07 CHF | 118'000 | 118'000 | 65'763 | 65'763 | 261'995 CHF | 262'654 CHF | 99.99% | 99.99% |
12.07.2024 | 0.26% | 3.98 CHF | 3.99 CHF | 120'000 | 120'000 | 66'084 | 66'084 | 263'174 CHF | 263'837 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.03 CHF | 4.04 CHF | 118'000 | 118'000 | 64'600 | 64'600 | 269'154 CHF | 269'801 CHF | 99.99% | 99.99% |
10.07.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 116'000 | 116'000 | 64'251 | 64'251 | 268'420 CHF | 269'064 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 116'000 | 116'000 | 64'275 | 64'275 | 268'115 CHF | 268'759 CHF | 100.00% | 100.00% |
08.07.2024 | 0.25% | 4.15 CHF | 4.16 CHF | 116'000 | 116'000 | 64'867 | 64'867 | 269'033 CHF | 269'683 CHF | 100.00% | 100.00% |
05.07.2024 | 0.25% | 4.18 CHF | 4.19 CHF | 116'000 | 116'000 | 65'129 | 65'129 | 265'369 CHF | 266'021 CHF | 99.59% | 99.59% |
04.07.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 59'000 | 59'000 | 53'167 | 53'167 | 213'428 CHF | 213'960 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 3.99 CHF | 4.00 CHF | 118'000 | 118'000 | 65'606 | 65'606 | 261'226 CHF | 261'883 CHF | 99.55% | 99.55% |
02.07.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 120'000 | 120'000 | 66'074 | 66'074 | 256'209 CHF | 256'871 CHF | 99.75% | 99.75% |