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 | 0.24% | 4.20 CHF | 4.21 CHF | 172'000 | 172'000 | 171'291 | 171'291 | 718'058 CHF | 719'770 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 172'000 | 172'000 | 171'291 | 171'291 | 720'589 CHF | 722'302 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 172'000 | 172'000 | 171'139 | 171'139 | 714'924 CHF | 716'637 CHF | 99.99% | 99.99% |
10.07.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 172'000 | 172'000 | 171'300 | 171'300 | 713'868 CHF | 715'581 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 176'000 | 176'000 | 172'823 | 172'823 | 716'092 CHF | 717'820 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 172'000 | 172'000 | 171'291 | 171'291 | 719'707 CHF | 721'420 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 172'000 | 172'000 | 171'291 | 171'291 | 717'577 CHF | 719'290 CHF | 100.00% | 100.00% |
04.07.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 172'000 | 172'000 | 171'291 | 171'291 | 714'337 CHF | 716'050 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 172'000 | 172'000 | 173'570 | 173'570 | 717'303 CHF | 719'038 CHF | 100.00% | 100.00% |
02.07.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 176'000 | 176'000 | 175'273 | 175'273 | 717'548 CHF | 719'300 CHF | 99.99% | 99.99% |