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 | 0.21% | 4.83 CHF | 4.84 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 41'396 CHF | 41'480 CHF | 100.00% | 100.00% |
12.07.2024 | 0.21% | 4.96 CHF | 4.97 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 41'166 CHF | 41'250 CHF | 99.61% | 99.61% |
11.07.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 40'122 CHF | 40'206 CHF | 99.92% | 99.92% |
10.07.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 9'000 | 9'000 | 8'897 | 8'897 | 40'779 CHF | 40'868 CHF | 99.97% | 99.97% |
09.07.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 9'000 | 9'000 | 8'688 | 8'688 | 40'034 CHF | 40'121 CHF | 99.57% | 99.57% |
08.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 9'000 | 9'000 | 8'553 | 8'553 | 39'434 CHF | 39'519 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 9'000 | 9'000 | 8'453 | 8'453 | 39'673 CHF | 39'758 CHF | 99.92% | 99.92% |
04.07.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 8'500 | 8'500 | 8'522 | 8'522 | 39'607 CHF | 39'692 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 9'000 | 9'000 | 8'770 | 8'770 | 40'302 CHF | 40'390 CHF | 99.86% | 99.86% |
02.07.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 39'429 CHF | 39'518 CHF | 99.68% | 99.68% |