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 | 0.20% | 4.95 CHF | 4.96 CHF | 62'000 | 62'000 | 61'208 | 61'208 | 310'118 CHF | 310'730 CHF | 99.97% | 99.97% |
12.07.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 61'000 | 61'000 | 62'335 | 62'335 | 303'829 CHF | 304'453 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 62'000 | 62'000 | 61'095 | 61'095 | 309'387 CHF | 309'999 CHF | 99.98% | 99.98% |
10.07.2024 | 0.21% | 4.99 CHF | 5.00 CHF | 62'000 | 62'000 | 62'625 | 62'625 | 304'414 CHF | 305'040 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 4.84 CHF | 4.85 CHF | 63'000 | 63'000 | 62'118 | 62'118 | 306'149 CHF | 306'770 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 62'000 | 62'000 | 61'797 | 61'797 | 308'934 CHF | 309'552 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 307'070 CHF | 307'690 CHF | 99.81% | 99.81% |
04.07.2024 | 0.20% | 4.85 CHF | 4.86 CHF | 63'000 | 63'000 | 62'284 | 62'284 | 304'141 CHF | 304'764 CHF | 99.49% | 99.49% |
03.07.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 63'000 | 63'000 | 62'628 | 62'628 | 304'298 CHF | 304'924 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 64'000 | 64'000 | 64'786 | 64'786 | 294'800 CHF | 295'448 CHF | 99.98% | 99.98% |