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 | 0.23% | 4.37 CHF | 4.38 CHF | 122'000 | 122'000 | 53'646 | 53'646 | 234'072 CHF | 234'610 CHF | 99.94% | 99.94% |
12.07.2024 | 0.24% | 4.51 CHF | 4.52 CHF | 120'000 | 120'000 | 53'592 | 53'592 | 232'877 CHF | 233'414 CHF | 99.96% | 99.96% |
11.07.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 122'000 | 122'000 | 53'102 | 53'102 | 233'088 CHF | 233'622 CHF | 99.91% | 99.91% |
10.07.2024 | 0.24% | 4.37 CHF | 4.38 CHF | 122'000 | 122'000 | 54'124 | 54'124 | 231'485 CHF | 232'028 CHF | 99.89% | 99.89% |
09.07.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 126'000 | 126'000 | 54'674 | 54'674 | 227'851 CHF | 228'399 CHF | 99.67% | 99.67% |
08.07.2024 | 0.26% | 4.00 CHF | 4.01 CHF | 128'000 | 128'000 | 55'841 | 55'841 | 222'990 CHF | 223'549 CHF | 99.97% | 99.97% |
05.07.2024 | 0.28% | 3.86 CHF | 3.87 CHF | 130'000 | 130'000 | 58'316 | 58'316 | 214'270 CHF | 214'855 CHF | 99.37% | 99.37% |
04.07.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 48'000 | 48'000 | 40'637 | 40'637 | 144'583 CHF | 144'990 CHF | 97.60% | 97.60% |
03.07.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 136'000 | 136'000 | 58'247 | 58'247 | 206'643 CHF | 207'227 CHF | 97.34% | 97.34% |
02.07.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 140'000 | 140'000 | 61'228 | 61'228 | 199'876 CHF | 200'490 CHF | 99.99% | 99.99% |