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% | 4.27 CHF | 4.28 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 36'749 CHF | 36'834 CHF | 100.00% | 100.00% |
12.07.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 36'515 CHF | 36'600 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.33 CHF | 4.34 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 35'473 CHF | 35'557 CHF | 99.92% | 99.92% |
10.07.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 9'000 | 9'000 | 8'894 | 8'894 | 35'854 CHF | 35'943 CHF | 99.97% | 99.97% |
09.07.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 9'000 | 9'000 | 8'668 | 8'668 | 35'160 CHF | 35'246 CHF | 99.56% | 99.56% |
08.07.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 9'000 | 9'000 | 8'553 | 8'553 | 34'729 CHF | 34'815 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 9'000 | 9'000 | 8'460 | 8'460 | 35'036 CHF | 35'121 CHF | 100.00% | 100.00% |
04.07.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 8'500 | 8'500 | 8'522 | 8'522 | 34'913 CHF | 34'998 CHF | 100.00% | 100.00% |
03.07.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 9'000 | 9'000 | 8'772 | 8'772 | 35'467 CHF | 35'555 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 34'525 CHF | 34'614 CHF | 99.68% | 99.68% |