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% | 4.15 CHF | 4.16 CHF | 62'000 | 62'000 | 61'208 | 61'208 | 261'200 CHF | 261'813 CHF | 99.97% | 99.97% |
12.07.2024 | 0.25% | 4.27 CHF | 4.28 CHF | 61'000 | 61'000 | 62'334 | 62'334 | 254'041 CHF | 254'664 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 4.12 CHF | 4.13 CHF | 62'000 | 62'000 | 61'093 | 61'093 | 260'657 CHF | 261'268 CHF | 100.00% | 100.00% |
10.07.2024 | 0.25% | 4.19 CHF | 4.20 CHF | 62'000 | 62'000 | 62'625 | 62'625 | 254'557 CHF | 255'183 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.04 CHF | 4.05 CHF | 63'000 | 63'000 | 62'118 | 62'118 | 256'725 CHF | 257'346 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 62'000 | 62'000 | 61'797 | 61'797 | 259'836 CHF | 260'454 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 257'750 CHF | 258'370 CHF | 99.81% | 99.81% |
04.07.2024 | 0.24% | 4.06 CHF | 4.07 CHF | 63'000 | 63'000 | 62'284 | 62'284 | 254'615 CHF | 255'238 CHF | 99.49% | 99.49% |
03.07.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 63'000 | 63'000 | 62'630 | 62'630 | 254'508 CHF | 255'134 CHF | 99.35% | 99.35% |
02.07.2024 | 0.27% | 3.85 CHF | 3.86 CHF | 64'000 | 64'000 | 64'786 | 64'786 | 243'380 CHF | 244'028 CHF | 100.00% | 100.00% |