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% | 4.48 CHF | 4.49 CHF | 31'000 | 31'000 | 31'093 | 31'093 | 140'115 CHF | 140'425 CHF | 99.44% | 99.44% |
12.07.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 30'000 | 30'000 | 30'367 | 30'367 | 142'286 CHF | 142'590 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.69 CHF | 4.70 CHF | 31'000 | 31'000 | 30'844 | 30'844 | 141'473 CHF | 141'782 CHF | 99.81% | 99.81% |
10.07.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 31'000 | 31'000 | 31'204 | 31'204 | 140'327 CHF | 140'639 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.43 CHF | 4.44 CHF | 32'000 | 32'000 | 31'147 | 31'147 | 140'229 CHF | 140'541 CHF | 99.74% | 99.74% |
08.07.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 31'000 | 31'000 | 30'872 | 30'872 | 139'927 CHF | 140'236 CHF | 99.99% | 99.99% |
05.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 31'000 | 31'000 | 30'872 | 30'872 | 141'224 CHF | 141'532 CHF | 99.81% | 99.81% |
04.07.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 31'000 | 31'000 | 31'793 | 31'793 | 142'089 CHF | 142'407 CHF | 100.00% | 100.00% |
03.07.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 32'000 | 32'000 | 31'868 | 31'868 | 138'552 CHF | 138'870 CHF | 100.00% | 100.00% |
02.07.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 32'000 | 32'000 | 31'868 | 31'868 | 138'749 CHF | 139'067 CHF | 100.00% | 100.00% |