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 | 0.22% | 4.55 CHF | 4.56 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 39'058 CHF | 39'142 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.69 CHF | 4.70 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 38'841 CHF | 38'925 CHF | 99.97% | 99.97% |
11.07.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 37'780 CHF | 37'864 CHF | 99.94% | 99.94% |
10.07.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 9'000 | 9'000 | 8'899 | 8'899 | 38'331 CHF | 38'420 CHF | 99.96% | 99.96% |
09.07.2024 | 0.23% | 4.23 CHF | 4.24 CHF | 9'000 | 9'000 | 8'669 | 8'669 | 37'534 CHF | 37'621 CHF | 99.56% | 99.56% |
08.07.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 9'000 | 9'000 | 8'572 | 8'572 | 37'157 CHF | 37'243 CHF | 99.89% | 99.89% |
05.07.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 9'000 | 9'000 | 8'458 | 8'458 | 37'344 CHF | 37'428 CHF | 99.91% | 99.91% |
04.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 8'500 | 8'500 | 8'525 | 8'525 | 37'269 CHF | 37'355 CHF | 100.00% | 100.00% |
03.07.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 9'000 | 9'000 | 8'756 | 8'756 | 37'803 CHF | 37'891 CHF | 99.86% | 99.86% |
02.07.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 36'964 CHF | 37'054 CHF | 99.28% | 99.28% |