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% | 4.36 CHF | 4.37 CHF | 50'000 | 50'000 | 30'754 | 30'754 | 131'062 CHF | 131'370 CHF | 90.55% | 90.55% |
12.07.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 50'000 | 50'000 | 30'443 | 30'443 | 133'527 CHF | 133'831 CHF | 83.24% | 83.24% |
11.07.2024 | 0.20% | 4.65 CHF | 4.66 CHF | 50'000 | 50'000 | 30'521 | 30'521 | 148'217 CHF | 148'522 CHF | 94.25% | 94.25% |
10.07.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 50'000 | 50'000 | 30'581 | 30'581 | 148'945 CHF | 149'251 CHF | 96.93% | 96.93% |
09.07.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 50'000 | 50'000 | 30'583 | 30'583 | 149'419 CHF | 149'725 CHF | 96.78% | 96.78% |
08.07.2024 | 0.20% | 4.84 CHF | 4.85 CHF | 50'000 | 50'000 | 30'475 | 30'475 | 151'755 CHF | 152'060 CHF | 97.77% | 97.77% |
05.07.2024 | 0.22% | 4.88 CHF | 4.89 CHF | 50'000 | 50'000 | 30'405 | 30'405 | 139'670 CHF | 139'974 CHF | 97.82% | 97.82% |
04.07.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 112'691 CHF | 112'941 CHF | 79.34% | 79.34% |
03.07.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 50'000 | 50'000 | 31'198 | 31'198 | 140'709 CHF | 141'021 CHF | 87.29% | 87.29% |
02.07.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 50'000 | 50'000 | 30'491 | 30'491 | 133'428 CHF | 133'733 CHF | 98.51% | 98.51% |