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% | 4.97 CHF | 4.98 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 241'766 CHF | 242'257 CHF | 99.99% | 99.99% |
12.07.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 49'000 | 49'000 | 49'027 | 49'027 | 241'383 CHF | 241'873 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 4.88 CHF | 4.89 CHF | 50'000 | 50'000 | 49'742 | 49'742 | 243'028 CHF | 243'526 CHF | 99.99% | 99.99% |
10.07.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 50'000 | 50'000 | 50'065 | 50'065 | 241'706 CHF | 242'207 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 51'000 | 51'000 | 50'372 | 50'372 | 241'335 CHF | 241'839 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 49'000 | 49'000 | 48'738 | 48'738 | 243'932 CHF | 244'420 CHF | 99.74% | 99.74% |
05.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 48'000 | 48'000 | 48'217 | 48'217 | 243'013 CHF | 243'495 CHF | 99.99% | 99.99% |
04.07.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 243'911 CHF | 244'391 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 49'000 | 49'000 | 49'022 | 49'022 | 242'785 CHF | 243'275 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 51'000 | 51'000 | 50'911 | 50'911 | 242'234 CHF | 242'743 CHF | 100.00% | 100.00% |