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% | 4.05 CHF | 4.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 101'305 CHF | 101'555 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 102'041 CHF | 102'291 CHF | 99.77% | 99.77% |
11.07.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 103'555 CHF | 103'805 CHF | 100.00% | 100.00% |
10.07.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 104'445 CHF | 104'695 CHF | 94.70% | 94.70% |
09.07.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 104'055 CHF | 104'305 CHF | 99.67% | 99.67% |
08.07.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 103'636 CHF | 103'886 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 103'911 CHF | 104'161 CHF | 100.00% | 100.00% |
04.07.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 104'365 CHF | 104'615 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 105'052 CHF | 105'302 CHF | 99.33% | 99.33% |
02.07.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 105'048 CHF | 105'298 CHF | 99.62% | 99.62% |