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% | 4.43 CHF | 4.44 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 200'255 CHF | 200'704 CHF | 99.99% | 99.99% |
12.07.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 199'255 CHF | 199'705 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 45'000 | 45'000 | 44'896 | 44'896 | 200'785 CHF | 201'235 CHF | 99.99% | 99.99% |
10.07.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 199'215 CHF | 199'665 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 197'546 CHF | 197'996 CHF | 100.00% | 100.00% |
08.07.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 197'612 CHF | 198'062 CHF | 99.75% | 99.75% |
05.07.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 197'923 CHF | 198'383 CHF | 99.99% | 99.99% |
04.07.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 197'557 CHF | 198'017 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 46'000 | 46'000 | 46'242 | 46'242 | 194'502 CHF | 194'964 CHF | 100.00% | 100.00% |
02.07.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 196'339 CHF | 196'799 CHF | 100.00% | 100.00% |