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% | 4.53 CHF | 4.54 CHF | 50'000 | 50'000 | 48'238 | 48'238 | 218'805 CHF | 219'287 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 218'625 CHF | 219'102 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 49'000 | 49'000 | 47'696 | 47'696 | 218'305 CHF | 218'782 CHF | 100.00% | 100.00% |
10.07.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 218'425 CHF | 218'912 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 219'627 CHF | 220'113 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 218'268 CHF | 218'755 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 219'380 CHF | 219'859 CHF | 99.81% | 99.81% |
04.07.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 222'230 CHF | 222'707 CHF | 99.49% | 99.49% |
03.07.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 219'636 CHF | 220'115 CHF | 99.35% | 99.35% |
02.07.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 51'000 | 51'000 | 49'539 | 49'539 | 219'388 CHF | 219'884 CHF | 100.00% | 100.00% |