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% | 4.54 CHF | 4.55 CHF | 110'000 | 110'000 | 49'766 | 49'766 | 221'433 CHF | 221'931 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 110'000 | 110'000 | 49'132 | 49'132 | 223'345 CHF | 223'838 CHF | 99.92% | 99.92% |
11.07.2024 | 0.20% | 4.83 CHF | 4.84 CHF | 105'000 | 105'000 | 47'436 | 47'436 | 237'854 CHF | 238'329 CHF | 100.00% | 100.00% |
10.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 239'376 CHF | 239'850 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 105'000 | 105'000 | 47'371 | 47'371 | 240'141 CHF | 240'615 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 105'000 | 105'000 | 47'347 | 47'347 | 243'194 CHF | 243'668 CHF | 99.99% | 99.99% |
05.07.2024 | 0.22% | 5.06 CHF | 5.07 CHF | 105'000 | 105'000 | 48'478 | 48'478 | 232'648 CHF | 233'134 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 44'000 | 44'000 | 35'497 | 35'497 | 166'579 CHF | 166'934 CHF | 100.00% | 100.00% |
03.07.2024 | 0.25% | 4.66 CHF | 4.67 CHF | 110'000 | 110'000 | 49'250 | 49'250 | 230'749 CHF | 231'246 CHF | 96.90% | 96.90% |
02.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 110'000 | 110'000 | 49'500 | 49'500 | 225'670 CHF | 226'166 CHF | 99.99% | 99.99% |