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% | 4.16 CHF | 4.17 CHF | 50'000 | 50'000 | 30'760 | 30'760 | 124'740 CHF | 125'048 CHF | 90.52% | 90.52% |
12.07.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 50'000 | 50'000 | 30'446 | 30'446 | 127'259 CHF | 127'564 CHF | 83.25% | 83.25% |
11.07.2024 | 0.21% | 4.45 CHF | 4.46 CHF | 50'000 | 50'000 | 30'530 | 30'530 | 141'964 CHF | 142'270 CHF | 94.30% | 94.30% |
10.07.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 50'000 | 50'000 | 30'577 | 30'577 | 142'590 CHF | 142'896 CHF | 96.94% | 96.94% |
09.07.2024 | 0.21% | 4.66 CHF | 4.67 CHF | 50'000 | 50'000 | 30'590 | 30'590 | 143'109 CHF | 143'414 CHF | 96.80% | 96.80% |
08.07.2024 | 0.21% | 4.64 CHF | 4.65 CHF | 50'000 | 50'000 | 30'481 | 30'481 | 145'469 CHF | 145'774 CHF | 97.80% | 97.80% |
05.07.2024 | 0.23% | 4.68 CHF | 4.69 CHF | 50'000 | 50'000 | 30'428 | 30'428 | 133'484 CHF | 133'788 CHF | 97.95% | 97.95% |
04.07.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 107'523 CHF | 107'773 CHF | 79.34% | 79.34% |
03.07.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 50'000 | 50'000 | 31'194 | 31'194 | 134'217 CHF | 134'529 CHF | 87.26% | 87.26% |
02.07.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 50'000 | 50'000 | 30'487 | 30'487 | 127'058 CHF | 127'362 CHF | 98.51% | 98.51% |