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 | 0.24% | 4.20 CHF | 4.21 CHF | 122'000 | 122'000 | 53'634 | 53'634 | 224'808 CHF | 225'346 CHF | 99.96% | 99.96% |
12.07.2024 | 0.25% | 4.34 CHF | 4.35 CHF | 120'000 | 120'000 | 53'594 | 53'594 | 223'669 CHF | 224'206 CHF | 99.96% | 99.96% |
11.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 122'000 | 122'000 | 53'103 | 53'103 | 223'976 CHF | 224'510 CHF | 99.91% | 99.91% |
10.07.2024 | 0.25% | 4.20 CHF | 4.21 CHF | 122'000 | 122'000 | 54'118 | 54'118 | 222'138 CHF | 222'681 CHF | 99.88% | 99.88% |
09.07.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 126'000 | 126'000 | 54'674 | 54'674 | 218'452 CHF | 219'001 CHF | 99.67% | 99.67% |
08.07.2024 | 0.27% | 3.82 CHF | 3.83 CHF | 128'000 | 128'000 | 55'839 | 55'839 | 213'406 CHF | 213'965 CHF | 99.96% | 99.96% |
05.07.2024 | 0.29% | 3.69 CHF | 3.70 CHF | 130'000 | 130'000 | 58'319 | 58'319 | 204'243 CHF | 204'828 CHF | 99.38% | 99.38% |
04.07.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 48'000 | 48'000 | 40'637 | 40'637 | 137'542 CHF | 137'949 CHF | 97.60% | 97.60% |
03.07.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 136'000 | 136'000 | 58'300 | 58'300 | 196'755 CHF | 197'339 CHF | 97.40% | 97.40% |
02.07.2024 | 0.33% | 3.15 CHF | 3.16 CHF | 140'000 | 140'000 | 61'236 | 61'236 | 189'274 CHF | 189'888 CHF | 100.00% | 100.00% |