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 | 50'000 | 50'000 | 48'239 | 48'239 | 219'721 CHF | 220'204 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 219'548 CHF | 220'025 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 49'000 | 49'000 | 47'696 | 47'696 | 219'170 CHF | 219'647 CHF | 100.00% | 100.00% |
10.07.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 219'248 CHF | 219'735 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 220'529 CHF | 221'015 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 219'120 CHF | 219'607 CHF | 99.99% | 99.99% |
05.07.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 220'229 CHF | 220'708 CHF | 99.82% | 99.82% |
04.07.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 223'122 CHF | 223'599 CHF | 99.50% | 99.50% |
03.07.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 220'560 CHF | 221'039 CHF | 99.36% | 99.36% |
02.07.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 51'000 | 51'000 | 49'539 | 49'539 | 220'275 CHF | 220'771 CHF | 100.00% | 100.00% |