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% | 4.90 CHF | 4.91 CHF | 122'000 | 122'000 | 53'627 | 53'627 | 262'164 CHF | 262'701 CHF | 99.99% | 99.99% |
12.07.2024 | 0.21% | 5.03 CHF | 5.04 CHF | 120'000 | 120'000 | 53'621 | 53'621 | 261'153 CHF | 261'690 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 122'000 | 122'000 | 53'156 | 53'156 | 261'256 CHF | 261'791 CHF | 99.99% | 99.99% |
10.07.2024 | 0.22% | 4.90 CHF | 4.91 CHF | 122'000 | 122'000 | 54'203 | 54'203 | 260'392 CHF | 260'936 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 126'000 | 126'000 | 54'655 | 54'655 | 256'560 CHF | 257'108 CHF | 99.72% | 99.72% |
08.07.2024 | 0.23% | 4.52 CHF | 4.53 CHF | 128'000 | 128'000 | 55'857 | 55'857 | 252'438 CHF | 252'998 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 4.39 CHF | 4.40 CHF | 130'000 | 130'000 | 58'319 | 58'319 | 245'030 CHF | 245'616 CHF | 99.38% | 99.38% |
04.07.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 48'000 | 48'000 | 40'637 | 40'637 | 166'016 CHF | 166'423 CHF | 97.59% | 97.59% |
03.07.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 136'000 | 136'000 | 59'389 | 59'389 | 242'090 CHF | 242'684 CHF | 99.09% | 99.09% |
02.07.2024 | 0.27% | 3.85 CHF | 3.86 CHF | 140'000 | 140'000 | 61'228 | 61'228 | 232'378 CHF | 232'991 CHF | 99.99% | 99.99% |