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 | 0.22% | 4.67 CHF | 4.68 CHF | 122'000 | 122'000 | 53'633 | 53'633 | 250'014 CHF | 250'551 CHF | 99.96% | 99.96% |
12.07.2024 | 0.22% | 4.81 CHF | 4.82 CHF | 120'000 | 120'000 | 53'594 | 53'594 | 248'876 CHF | 249'413 CHF | 99.96% | 99.96% |
11.07.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 122'000 | 122'000 | 53'133 | 53'133 | 249'086 CHF | 249'620 CHF | 99.95% | 99.95% |
10.07.2024 | 0.23% | 4.67 CHF | 4.68 CHF | 122'000 | 122'000 | 54'124 | 54'124 | 247'701 CHF | 248'244 CHF | 99.89% | 99.89% |
09.07.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 126'000 | 126'000 | 54'673 | 54'673 | 244'221 CHF | 244'769 CHF | 99.67% | 99.67% |
08.07.2024 | 0.24% | 4.30 CHF | 4.31 CHF | 128'000 | 128'000 | 55'841 | 55'841 | 239'686 CHF | 240'245 CHF | 99.96% | 99.96% |
05.07.2024 | 0.26% | 4.16 CHF | 4.17 CHF | 130'000 | 130'000 | 58'317 | 58'317 | 231'725 CHF | 232'311 CHF | 99.38% | 99.38% |
04.07.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 48'000 | 48'000 | 40'637 | 40'637 | 156'760 CHF | 157'167 CHF | 97.59% | 97.59% |
03.07.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 136'000 | 136'000 | 58'200 | 58'200 | 223'936 CHF | 224'519 CHF | 97.28% | 97.28% |
02.07.2024 | 0.29% | 3.62 CHF | 3.63 CHF | 140'000 | 140'000 | 61'235 | 61'235 | 218'304 CHF | 218'917 CHF | 100.00% | 100.00% |