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 | 0.42% | 4.72 CHF | 4.74 CHF | 27'400 | 27'400 | 27'400 | 27'400 | 131'066 CHF | 131'614 CHF | 99.99% | 99.99% |
12.07.2024 | 0.42% | 4.75 CHF | 4.77 CHF | 28'200 | 28'200 | 28'200 | 28'200 | 133'305 CHF | 133'869 CHF | 99.99% | 99.99% |
11.07.2024 | 0.43% | 4.62 CHF | 4.64 CHF | 28'700 | 28'700 | 28'700 | 28'700 | 131'883 CHF | 132'457 CHF | 99.98% | 99.98% |
10.07.2024 | 0.46% | 4.44 CHF | 4.46 CHF | 30'100 | 30'100 | 30'100 | 30'100 | 130'265 CHF | 130'867 CHF | 100.00% | 100.00% |
09.07.2024 | 0.48% | 4.19 CHF | 4.21 CHF | 29'400 | 29'400 | 29'562 | 29'562 | 123'505 CHF | 124'097 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 4.34 CHF | 4.36 CHF | 29'700 | 29'700 | 29'723 | 29'723 | 129'606 CHF | 130'201 CHF | 99.99% | 99.99% |
05.07.2024 | 0.46% | 4.28 CHF | 4.30 CHF | 29'400 | 29'400 | 29'400 | 29'400 | 127'250 CHF | 127'838 CHF | 99.99% | 99.99% |
04.07.2024 | 0.45% | 4.39 CHF | 4.41 CHF | 29'400 | 29'400 | 29'400 | 29'400 | 129'950 CHF | 130'538 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 4.37 CHF | 4.39 CHF | 30'500 | 30'500 | 30'604 | 30'604 | 129'900 CHF | 130'512 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 4.08 CHF | 4.10 CHF | 32'200 | 32'200 | 32'200 | 32'200 | 127'260 CHF | 127'904 CHF | 99.99% | 99.99% |