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 | 0.25% | 4.15 CHF | 4.16 CHF | 172'000 | 172'000 | 76'933 | 76'933 | 319'429 CHF | 320'201 CHF | 99.95% | 99.95% |
12.07.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 172'000 | 172'000 | 77'003 | 77'003 | 320'351 CHF | 321'122 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 172'000 | 172'000 | 75'378 | 75'378 | 326'708 CHF | 327'466 CHF | 99.98% | 99.98% |
10.07.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 168'000 | 168'000 | 75'061 | 75'061 | 328'982 CHF | 329'734 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 168'000 | 168'000 | 75'328 | 75'328 | 330'877 CHF | 331'632 CHF | 100.00% | 100.00% |
08.07.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 168'000 | 168'000 | 75'325 | 75'325 | 330'825 CHF | 331'579 CHF | 100.00% | 100.00% |
05.07.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 168'000 | 168'000 | 75'010 | 75'010 | 327'272 CHF | 328'024 CHF | 99.81% | 99.81% |
04.07.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 68'000 | 68'000 | 54'219 | 54'219 | 235'372 CHF | 235'914 CHF | 98.30% | 98.30% |
03.07.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 168'000 | 168'000 | 74'646 | 74'646 | 328'279 CHF | 329'027 CHF | 99.59% | 99.59% |
02.07.2024 | 0.24% | 4.33 CHF | 4.34 CHF | 168'000 | 168'000 | 75'121 | 75'121 | 323'180 CHF | 323'933 CHF | 99.99% | 99.99% |