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% | 4.38 CHF | 4.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 109'499 CHF | 109'749 CHF | 100.00% | 100.00% |
12.07.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 110'156 CHF | 110'406 CHF | 99.77% | 99.77% |
11.07.2024 | 0.22% | 4.39 CHF | 4.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 111'596 CHF | 111'846 CHF | 100.00% | 100.00% |
10.07.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 112'498 CHF | 112'748 CHF | 94.71% | 94.71% |
09.07.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 112'103 CHF | 112'353 CHF | 99.67% | 99.67% |
08.07.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 111'671 CHF | 111'921 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 111'964 CHF | 112'214 CHF | 100.00% | 100.00% |
04.07.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 112'447 CHF | 112'697 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 113'097 CHF | 113'347 CHF | 99.33% | 99.33% |
02.07.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 113'193 CHF | 113'443 CHF | 99.62% | 99.62% |