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 | 0.20% | 4.90 CHF | 4.91 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 221'785 CHF | 222'234 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 220'789 CHF | 221'239 CHF | 99.99% | 99.99% |
11.07.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 45'000 | 45'000 | 44'896 | 44'896 | 222'284 CHF | 222'733 CHF | 99.98% | 99.98% |
10.07.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 220'770 CHF | 221'220 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 219'073 CHF | 219'523 CHF | 100.00% | 100.00% |
08.07.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 219'161 CHF | 219'611 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 219'936 CHF | 220'396 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 219'570 CHF | 220'030 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 46'000 | 46'000 | 46'242 | 46'242 | 216'619 CHF | 217'082 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 218'345 CHF | 218'805 CHF | 99.99% | 99.99% |