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% | 4.60 CHF | 4.61 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 208'103 CHF | 208'552 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 207'136 CHF | 207'586 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 45'000 | 45'000 | 44'894 | 44'894 | 208'640 CHF | 209'090 CHF | 99.98% | 99.98% |
10.07.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 207'105 CHF | 207'555 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 205'447 CHF | 205'897 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 205'513 CHF | 205'963 CHF | 99.99% | 99.99% |
05.07.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 206'010 CHF | 206'470 CHF | 100.00% | 100.00% |
04.07.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 205'683 CHF | 206'143 CHF | 100.00% | 100.00% |
03.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 46'000 | 46'000 | 46'243 | 46'243 | 202'690 CHF | 203'152 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 204'443 CHF | 204'903 CHF | 100.00% | 100.00% |