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% | 4.79 CHF | 4.80 CHF | 24'900 | 24'900 | 24'346 | 24'346 | 118'856 CHF | 119'100 CHF | 99.40% | 99.40% |
12.07.2024 | 0.21% | 4.94 CHF | 4.95 CHF | 24'400 | 24'400 | 24'334 | 24'334 | 118'716 CHF | 118'959 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 24'600 | 24'600 | 24'492 | 24'492 | 118'047 CHF | 118'292 CHF | 99.83% | 99.83% |
10.07.2024 | 0.22% | 4.75 CHF | 4.76 CHF | 25'000 | 25'000 | 24'845 | 24'845 | 116'582 CHF | 116'831 CHF | 97.26% | 100.00% |
09.07.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 25'100 | 25'100 | 24'677 | 24'677 | 117'081 CHF | 117'328 CHF | 99.94% | 99.94% |
08.07.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 25'000 | 25'000 | 24'655 | 24'655 | 116'980 CHF | 117'227 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 25'000 | 25'000 | 24'553 | 24'553 | 117'678 CHF | 117'924 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 24'800 | 24'800 | 24'742 | 24'742 | 117'154 CHF | 117'401 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 25'200 | 25'200 | 24'868 | 24'868 | 116'640 CHF | 116'889 CHF | 99.88% | 99.88% |
02.07.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 25'300 | 25'300 | 25'234 | 25'234 | 115'038 CHF | 115'290 CHF | 99.29% | 99.29% |