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% | 4.71 CHF | 4.72 CHF | 122'000 | 122'000 | 53'633 | 53'633 | 252'187 CHF | 252'724 CHF | 99.96% | 99.96% |
12.07.2024 | 0.22% | 4.85 CHF | 4.86 CHF | 120'000 | 120'000 | 53'623 | 53'623 | 251'157 CHF | 251'694 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 122'000 | 122'000 | 53'152 | 53'152 | 251'305 CHF | 251'840 CHF | 99.98% | 99.98% |
10.07.2024 | 0.23% | 4.71 CHF | 4.72 CHF | 122'000 | 122'000 | 54'203 | 54'203 | 250'242 CHF | 250'786 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 126'000 | 126'000 | 54'666 | 54'666 | 246'404 CHF | 246'952 CHF | 99.74% | 99.74% |
08.07.2024 | 0.24% | 4.34 CHF | 4.35 CHF | 128'000 | 128'000 | 55'868 | 55'868 | 242'071 CHF | 242'630 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 4.20 CHF | 4.21 CHF | 130'000 | 130'000 | 58'315 | 58'315 | 234'119 CHF | 234'704 CHF | 99.37% | 99.37% |
04.07.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 48'000 | 48'000 | 40'637 | 40'637 | 158'438 CHF | 158'845 CHF | 97.60% | 97.60% |
03.07.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 136'000 | 136'000 | 59'397 | 59'397 | 231'008 CHF | 231'603 CHF | 99.10% | 99.10% |
02.07.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 140'000 | 140'000 | 61'228 | 61'228 | 220'857 CHF | 221'471 CHF | 99.99% | 99.99% |