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% | 4.47 CHF | 4.48 CHF | 122'000 | 122'000 | 53'638 | 53'638 | 239'463 CHF | 240'000 CHF | 99.97% | 99.97% |
12.07.2024 | 0.23% | 4.61 CHF | 4.62 CHF | 120'000 | 120'000 | 53'607 | 53'607 | 238'353 CHF | 238'890 CHF | 99.98% | 99.98% |
11.07.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 122'000 | 122'000 | 53'120 | 53'120 | 238'527 CHF | 239'061 CHF | 99.94% | 99.94% |
10.07.2024 | 0.24% | 4.47 CHF | 4.48 CHF | 122'000 | 122'000 | 54'127 | 54'127 | 236'989 CHF | 237'532 CHF | 99.89% | 99.89% |
09.07.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 126'000 | 126'000 | 54'673 | 54'673 | 233'390 CHF | 233'938 CHF | 99.67% | 99.67% |
08.07.2024 | 0.25% | 4.10 CHF | 4.11 CHF | 128'000 | 128'000 | 55'833 | 55'833 | 228'605 CHF | 229'164 CHF | 99.97% | 99.97% |
05.07.2024 | 0.27% | 3.96 CHF | 3.97 CHF | 130'000 | 130'000 | 58'313 | 58'313 | 220'166 CHF | 220'751 CHF | 99.37% | 99.37% |
04.07.2024 | 0.27% | 3.62 CHF | 3.63 CHF | 48'000 | 48'000 | 40'637 | 40'637 | 148'689 CHF | 149'095 CHF | 97.59% | 97.59% |
03.07.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 136'000 | 136'000 | 57'996 | 57'996 | 211'658 CHF | 212'239 CHF | 97.11% | 97.11% |
02.07.2024 | 0.31% | 3.42 CHF | 3.43 CHF | 140'000 | 140'000 | 61'235 | 61'235 | 206'152 CHF | 206'766 CHF | 100.00% | 100.00% |