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% | 4.34 CHF | 4.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'861 CHF | 220'361 CHF | 99.39% | 99.39% |
12.07.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 218'536 CHF | 219'036 CHF | 99.06% | 99.06% |
11.07.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 214'344 CHF | 214'844 CHF | 92.76% | 92.76% |
10.07.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 50'000 | 50'000 | 40'043 | 40'047 | 166'760 CHF | 167'177 CHF | 95.46% | 95.46% |
09.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 102'912 CHF | 103'162 CHF | 99.04% | 99.04% |
08.07.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 100'606 CHF | 100'856 CHF | 99.24% | 99.24% |
05.07.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 101'974 CHF | 102'224 CHF | 99.39% | 99.39% |
04.07.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 104'153 CHF | 104'403 CHF | 99.39% | 99.39% |
03.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 105'705 CHF | 105'955 CHF | 98.64% | 98.64% |
02.07.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 109'308 CHF | 109'558 CHF | 99.07% | 99.07% |